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Forecasting mortality rates and modeling longevity risk for life annuities using lee-carter mode / Ahmed Samy Said Elazab ; Supervised Nashed Mahmoud Abdelsalam

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Ahmed Samy Said Elazab , 2019Description: 138 P. : charts ; 30cmOther title:
  • "Lee -Carter" التنبؤ بمعدلات الوفاة وتطورها مع قياس خطر طول العمر : بالتطبيق علي نظام المعاشات في سوق التأمين المصري باستخدم نموذج [Added title page title]
Subject(s): Available additional physical forms:
  • Issued also as CD
Dissertation note: Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance Summary: Mortality assumptions are important to many areas of actuarial practice such as life insurance business and maintenance of private and public pension programs. In recent years the actuaries{u2019} problem regarding mortality assumptions is that people are living longer than they were expected according to the life tables being used for actuarial computations by life insurance companies and pension funds for decades, which is known as2Longevity Risk3 where unexpected level of mortality improvement has become an increasing challenge for life annuities business. Mortality assumptions used by actuaries in pricing and reserving life annuity products in Egypt is based on foreign life tables and ignoring the improvement in mortality rates overtime that could lead to severe solvency issues for annuity providers in Egypt. As a result, the need for robust and reliable models for mortality projection has become a growing issue among actuaries and policy makers
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Item type Current library Home library Call number Copy number Status Date due Barcode
Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.05.03.Ph.D.2019.Ah.F (Browse shelf(Opens below)) Not for loan 01010110079193000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.05.03.Ph.D.2019.Ah.F (Browse shelf(Opens below)) 79193.CD Not for loan 01020110079193000

Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance

Mortality assumptions are important to many areas of actuarial practice such as life insurance business and maintenance of private and public pension programs. In recent years the actuaries{u2019} problem regarding mortality assumptions is that people are living longer than they were expected according to the life tables being used for actuarial computations by life insurance companies and pension funds for decades, which is known as2Longevity Risk3 where unexpected level of mortality improvement has become an increasing challenge for life annuities business. Mortality assumptions used by actuaries in pricing and reserving life annuity products in Egypt is based on foreign life tables and ignoring the improvement in mortality rates overtime that could lead to severe solvency issues for annuity providers in Egypt. As a result, the need for robust and reliable models for mortality projection has become a growing issue among actuaries and policy makers

Issued also as CD

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