Ένας δείκτης ευαισθησίας για το προσδόκιμο ζωής με εφαρμογή στις ράντες ζωής
A sensitivity index of life expectancy with application to life annuities

View/ Open
Keywords
Εντροπία ; Δείκτης ευαισθησίας του προσδόκιμου ζωής ; Entropy ; LongevityAbstract
One of the most important features of a life table is life expectancy. In this paper we will study a sensitivity index constructed by applying a perturbation to the mortality intensity. In particular, we will investigate how a very small change in mortality intensity at any age affects life expectancy. The paper will study at a theoretical level interesting articles from the international literature related to life expectancy starting with the article by Vaupel (1986). It will follow the work of Haberman et al. (2011), where the sensitivity of the cost of a life insurance policy to changes in longevity will be studied and then the perspective of a new retirement plan as documented in the recent article by Alvarez et al. (2021) will be given.