Κατεύθυνση Στατιστική και Επιχειρησιακή Έρευνα
Library of the School of Science

2015-02-20

2015

Βασιλειάδη Αικατερίνη

Απόστολος Μπουρνέτας Καθηγητής

Η μέθοδος Lee Carter για την πρόβλεψη θνησιμότητας

Greek

Lee Carter model for forecasting mortality

The changes in mortality rates should be accurately measured and forecasted,
especially for insurance companies and other institutions that sell annuities.
From the beginning of the twentieth century, there has been a significant
decrease in mortality rates. Many methods have been proposed for modelling and
forecasting mortality. The most common is the Lee Carter model. It belongs to
the category of extrapolative models, which express mortality as a function of
time and with parameters that can be estimated based on historic data and
finally use some methods for forecasting. One advantage of the model is the
robustness. Furthermore, it has only one factor to be forecasted and finally,
it can be very well implemented at higher ages. One significant disadvantage of
the method is that it uses old mortality patterns for forecasting.

Mortality, Insurance, Extrapolative model, Longevity risk, Risk management

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https://pergamos.lib.uoa.gr/uoa/dl/object/1317813