الفهرس | Only 14 pages are availabe for public view |
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 |