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Description
  • In the last decades it has been possible to observe a decrease in the probability of death at old ages. For appropriate determination of the expected present cash flow, a suitable model is required for mortality forecasting to avoid an underestimation of the future cost. The stochastic models for forecasting mortality rates are preferred to the deterministic models. Mortality rate modelling belongs to one of the most im-portant activities not only of insurance companies, but also of pension funds. The Lee-Carter model is one of the most frequently used approaches to mortality rate modelling. The aim of the paper is to estimate the parameters of the Lee-Carter model on the basis of the mortality tables for males and females for various periods and to identify trends in the mortality rates in the Czech Republic.
  • In the last decades it has been possible to observe a decrease in the probability of death at old ages. For appropriate determination of the expected present cash flow, a suitable model is required for mortality forecasting to avoid an underestimation of the future cost. The stochastic models for forecasting mortality rates are preferred to the deterministic models. Mortality rate modelling belongs to one of the most im-portant activities not only of insurance companies, but also of pension funds. The Lee-Carter model is one of the most frequently used approaches to mortality rate modelling. The aim of the paper is to estimate the parameters of the Lee-Carter model on the basis of the mortality tables for males and females for various periods and to identify trends in the mortality rates in the Czech Republic. (en)
Title
  • Longevity risk management
  • Longevity risk management (en)
skos:prefLabel
  • Longevity risk management
  • Longevity risk management (en)
skos:notation
  • RIV/61989100:27510/14:86091567!RIV15-MSM-27510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(EE2.3.20.0296)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 26564
http://linked.open...ai/riv/idVysledku
  • RIV/61989100:27510/14:86091567
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Longevity risk, Solvency II, Lee–Carter model (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [D9E1F40E53AC]
http://linked.open...i/riv/nazevZdroje
  • ECON – Journal of Economic, Management and Business
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 24
http://linked.open...iv/tvurceVysledku
  • Petrová, Ingrid
issn
  • 1803-3865
number of pages
http://localhost/t...ganizacniJednotka
  • 27510
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