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العنوان
Modelling and forecasting mortality rates :
الناشر
Yomna Mohamed Abdelaziz Ahmed Harb ,
المؤلف
Yomna Mohamed Abdelaziz Ahmed Harb
هيئة الاعداد
باحث / Yomna Mohamed Abdelaziz Ahmed Harb
مشرف / Raafat Ahmed Ali Ibrahim
مناقش / Mohamed Tawfik Elbolkiny
مناقش / Said Abdou Ali AbdElsalam
تاريخ النشر
2019
عدد الصفحات
126 Leaves :
اللغة
الإنجليزية
الدرجة
الدكتوراه
التخصص
الأعمال والإدارة والمحاسبة (المتنوعة)
تاريخ الإجازة
29/8/2019
مكان الإجازة
جامعة القاهرة - كلية التجارة - Insurance
الفهرس
Only 14 pages are availabe for public view

from 180

from 180

Abstract

This research investigates the appropriateness of the mortality assumptions used in the actuarial valuation of the Social Insurance Pension Fund for Governmental Employees. Actual mortality rates are calculated and compared to the British life table used in the valuation. According to the tests, the British life table does not represent the actual mortality. Crude mortality rates are graduated using non-parametric graduation method. Then a general framework for a multi-populations model is used to forecast future mortality rates. where the mortality data of the national population is used to extract the missing information in the fund{u2019}s population. Different models{u2019} structures were fitted to the historical mortality of the national population and the difference between the mortality of the two populations. According to the goodness of fit of different models{u2019} structures to the data set, a model is proposed. Then it is used to forecast future mortality rates