Μελέτη συναρτήσεων επιβίωσης και θανάτου κάτω από μια οικογένεια γενικευμένων υποθέσεων

Στενός, Κυριάκος Σ.

On the survival and death function under a family of generalized age assumptions

Master Thesis

Author

Στενός, Κυριάκος Σ.

Date

2016-07

Abstract

In this dissertation, we study distributions of survival and death, also quantities which arise from them. Usually the assumptions we make to calculate some actuarial measures in mortality tables are the following: (a) Uniform Death Distribution, (b) Constant Force of Mortality and (c) Balducci assumption. Firstly Jones & Mereu (2000) introduced a new family of assumptions which unify and improve the last ones. Then (2002) demonstrated new generalized assumptions of Uniform Death Distribution and Constant Force of Mortality, but also the Power family which is the generalized family they introduced at 2000. These new assumptions also provide better results in contrast to the three mentioned in the beginning. Our main priority is to study the properties of actuarial measures under these new assumptions. At the end some numerical examples will be presented in order to make them more understandable.

Postgraduate Studies Programme

Αναλογιστική Επιστήμη και Διοικητική Κινδύνου

Department

Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

Number of pages

Language

Greek

URI

https://dione.lib.unipi.gr/xmlui/handle/unipi/9912

Collections

Τμήμα Στατιστικής και Ασφαλιστικής Επιστήμης

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