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العنوان
Forecasting mortality rates and modeling longevity risk for life annuities using lee-carter mode /
الناشر
Ahmed Samy Said Elazab ,
المؤلف
Ahmed Samy Said Elazab
هيئة الاعداد
باحث / Ahmed Samy Said Elazab
مشرف / Nashed Mahmoud Abdelsalam
مشرف / . Mohamed Abdel Latif Mourad
مشرف / Rafaat Ahmed Ibrahim
تاريخ النشر
2019
عدد الصفحات
138 P. :
اللغة
الإنجليزية
الدرجة
الدكتوراه
التخصص
الرياضيات (المتنوعة)
تاريخ الإجازة
9/9/2019
مكان الإجازة
جامعة القاهرة - كلية التجارة - Mathematics and Insurance
الفهرس
Only 14 pages are availabe for public view

from 153

from 153

Abstract

Mortality assumptions are important to many areas of actuarial practice such as life insurance business and maintenance of private and public pension programs. In recent years the actuaries{u2019} problem regarding mortality assumptions is that people are living longer than they were expected according to the life tables being used for actuarial computations by life insurance companies and pension funds for decades, which is known as2Longevity Risk3 where unexpected level of mortality improvement has become an increasing challenge for life annuities business. Mortality assumptions used by actuaries in pricing and reserving life annuity products in Egypt is based on foreign life tables and ignoring the improvement in mortality rates overtime that could lead to severe solvency issues for annuity providers in Egypt. As a result, the need for robust and reliable models for mortality projection has become a growing issue among actuaries and policy makers