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Record identifier : 564726
Personal Name - Primary Intelectual Responsibility : Eftekhari Hesari, Samaneh
Title and statement of responsibility : The impact of determinants of mortality on life insurance and annuities [Thesis]/افتخاری، سمانه;supervisor: Moghadam;advisor: Behzadi
Publication, Distribution,Etc. : , 2009
Language of the Item : eng
Internal Bibliographies/Indexes Note : Bibliography
Dissertation of thesis details and type of degree : Master of Arts
Body granting the degree : , E.C.O. College of Insurance
Summary or Abstract : هدف تحقیق: این پایان نامه توسعه یک مدل مرگ و میر که تاثیر عوامل مختلف ریسک را روی فوت منعکس مس کند مورد بحث قرار می دهد. یافته های تحقیق نشان می دهد که تفاوت های نرخ مرگ و میر در بین کلاس های مختلف ریسک بطور معنی داری بر محاسبات حق بیمه تاثیر گذارند. در این پژوهش عوامل جنس سن ریسک شغلی و سطح تحصیلات تاثیر گذار بر میزان ریسک فوت تشخیص داده شدند
: Recently extended risk classification has become an important issue in life insurance and annuity markets. Various risk factors have been explored and identified by past research. Using those risk factors, one can construct various risk classes. This enables insurers to provide more equitable life insurance and annuity benefits for individuals in different risk classes and to manage mortality/longevity risk more efficiently. The challenge of modeling mortality using various risk factors is to reflect complicated mortality dynamics in a model while maintaining statistical significance. This thesis discusses the development of a mortality model that reflects the impact of various risk factors on mortality. The model uses Markov process combined with generalized linear models, so that the model can reflect the nature of the determinants of mortality. Longitudinal survey data should be used for analysis and parameterization of the model and to determine the significant risk factors and risk classes and quantify their effect on mortality. The model is used to illustrate how the various risk factors influence actuarial present values of life insurance and annuity benefits.
Topical Name Used as Subject : Life insurance
: annuities
: Risk classification
Information of biblio record : TL
 
 
 
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