About: Lee-Carter family of stochastic mortality models

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Insurance companies are affected by many different kinds of risks. In the case of life insurance there are two main risks: the investment risk and the demographic risk. The latter can be split into insurance risk due to the random deviation of the number of deaths from its expected value, and longevity risk deriving from the improvement in mortality rates. Numbers of stochastic models have been developed to analyse the mortality improvement. This paper focuses on the family of Lee-Carter models. We use data on male's deaths and exposures for the Czech Republic from the Human Mortality Database. We write the code associated with models in R. However, for actuaries the fitting of a model is usually only the first step and the main purpose is the forecasting of mortality. Insurance companies are affected by many different kinds of risks. In the case of life insurance there are two main risks: the investment risk and the demographic risk. The latter can be split into insurance risk due to the random deviation of the number of deaths from its expected value, and longevity risk deriving from the improvement in mortality rates. Numbers of stochastic models have been developed to analyse the mortality improvement. This paper focuses on the family of Lee-Carter models. We use data on male's deaths and exposures for the Czech Republic from the Human Mortality Database. We write the code associated with models in R. However, for actuaries the fitting of a model is usually only the first step and the main purpose is the forecasting of mortality. (en)
Title	Lee-Carter family of stochastic mortality models Lee-Carter family of stochastic mortality models (en)
skos:prefLabel	Lee-Carter family of stochastic mortality models Lee-Carter family of stochastic mortality models (en)
skos:notation	RIV/00216275:25410/14:39898368!RIV15-MSM-25410___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(EE2.3.30.0058)
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Gogola, Ján
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Pardubice / Fakulta ekonomicko-správní
http://linked.open...dnocenehoVysledku	25898
http://linked.open...ai/riv/idVysledku	RIV/00216275:25410/14:39898368
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Mortality, Lee-Carter, forecasting, R language, force of mortality (en)
http://linked.open.../riv/klicoveSlovo	force of mortality forecasting R language Mortality Lee-Carter
http://linked.open...ontrolniKodProRIV	[9ACA0BBFF362]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Ostrava
http://linked.open...i/riv/nazevZdroje	Managing and modelling of financial risks: 7th international scientific conference
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Development of Research Teams at the University of Pardubice
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Gogola, Ján
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2014-09-08 (xsd:date)
number of pages	9 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Vysoká škola báňská - Technická univerzita Ostrava
https://schema.org/isbn	978-80-248-3631-7
http://localhost/t...ganizacniJednotka	25410

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