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

In life Insurance, the ability to estimate the way in which contingent liabilities currently contracted are likely to come out in the future as actual payments is key. This is done by making assumptions about mortality rates. Regarding the advances in human genetics, and medical sciences in general, it is important for the insurance industry to understand the full implications of these latest developments. This thesis has provided a detailed survival analysis to distinguish and differentiate between different types of risk in order to provide the insurer a significant assistance to the fairness of the pricing process as a whole . That was done through analyzing mortality trends of the Egyptian population, and identifying the features of population mortality and determines the main factors that affecting it. Moreover, analyzing the significance of conducting a genetic testing on insured lives on predicting All-Cause mortality risk A popular semi-parametric model; known as Cox Proportional-hazards model- used in survival analysis was used to assess the importance of various covariates in the survival times of individuals or objects through the hazard function. In addition, the quantitative impact of these variables on important lifetime variables of interest were described

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