Construcción de tablas de vida dinámicas para uno o dos sexos

  1. Dylewska, Ewa
  2. Galindo-Villardón, Purificación
Revista:
Pecunia: revista de la Facultad de Ciencias Económicas y Empresariales
  1. Mures Quintana, María Jesús (coord.)

ISSN: 1699-9495

Ano de publicación: 2012

Título do exemplar: Estadística aplicada a la Investigación Cuantitativa = Applied statistics to Quantitative Research

Número: 1

Páxinas: 165-178

Tipo: Artigo

DOI: 10.18002/PEC.V0I2012.1111 DIALNET GOOGLE SCHOLAR lock_openDialnet editor

Outras publicacións en: Pecunia: revista de la Facultad de Ciencias Económicas y Empresariales

Resumo

Traditional life tables describe a level of mortality at one and defined period of time whereas dynamic life tables allow for projection of future mortality. Apart from age and gender, dynamic life tables also have a third dimension, which is time. In that way, it is possible to observe changes of mortality over the years. This is especially reflected in a mortality reduction trend. Dynamic life tables are therefore very useful in pricing long-term life contracts and especially in pricing annuities. Moreover, dynamic life tables can also be used in constructing unisex life tables (in relation with decision C-236/09 - Test-Achats). The purpose of this paper is to demonstrate differences in life expectancy at age x in Spain calculated by using static (traditional) and dynamic life tables, both unisex and sex-distinct. Mortality projection is done through the application of the Lee-Carter model.

Referencias bibliográficas

  • Booth, H. (2006). Demographic forecasting: 1980 to 2005 in review. International Journal of Forecasting, 22(3), 547– 581.
  • Bowers, N.L., Gerber, H.U., Hickman, J.C., Jones, D.A. y Nesbitt, C.J. (1997). Actuarial mathematics (2nd ed.). Schaumburg (Illinois): Society of Actuaries.
  • Continuous Mortality Investigation (CMI) Committee (2007). Stochastic projection methodologies: Lee-Carter model features, example results and implications. CMI Working Paper No. 25.
  • Continuous Mortality Investigation (CMI) Committee (1999). Standard tables of mortality based on the 1991-1994 experiences. The distribution of policies per life assured. CMI Report No. 17.
  • Debón Aucejo, A., Martínez Ruiz, F. y Montes Suay, F. (2006). Dynamic life tables. Age-period- cohort models. Paper presented on the 10th International Congress on Insurance: Mathematics and Economics (IME). Leuven (Bélgica), 18th-20th July.
  • Debón Aucejo, A., Martínez Ruiz, F. y Montes Suay, F. (2007). Modelo Lee-Carter extendido. XV Jornadas de ASEPUMA y III Encuentro Internacional. Palma de Mallorca, 20-21 de septiembre.
  • Dylewska, E. y Galindo Villardón, M.P. (2011). Aplicación del modelo de Lee-Carter para la construcción de tablas de mortalidad dinámicas para Polonia y España. Universidad de Salamanca: Trabajo Fin de Máster no publicado.
  • Girosi, F. y King, G. (2007). Understanding the Lee-Carter Mortality forecasting method. Copy at http://gking.harvard.edu/files/lc.pdf .
  • Lee, R.D. y Carter, L.R. (1992). Modelling and forecasting U.S. mortality. Journal of the American Statistical Association, 87(419), 659-671.
  • López Cachero, M. y López de la Manzanara Barbero, J. (1996). Estadística para actuarios. Madrid: MAPFRE.
  • Rossa A. (2009). Dynamiczne tablice trwania życia oparte na metodologii Lee-Cartera i ich zastosowanie do obliczania wysokości świadczeń emerytalnych. Acta Universitatis Lodziensis. Folia Oeconomica, 231, 367-384.
  • Wilmoth, J.R., Andreev, K., Jdanov, D. y Glei, D.A. (2007). Methods protocol for the human mortality database. Version 5. http://www.mortality.org/Public/Docs/MethodsProtocol.pdf