Essays about: "Makeham"

Found 5 essays containing the word Makeham.

  1. 1. Using Artificial Neural Networks to Predict One Year Population Mortality Rates

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Shun Huang; [2019]
    Keywords : ;

    Abstract : Being able to predict mortality rates is the key factor in any pension or life insurance companies’ business model. Artificial Neural Networks are already being tested and implemented to predict mortality in the field of medical science, with recent studies showing promising results of their predictive power in one year mortality rates. READ MORE

  3. 2. Premium influencing factors in life assurance : Study of an income parameter in mortality analysis

    University essay from KTH/Matematisk statistik

    Author : Pontus Waltré; [2017]
    Keywords : ;

    Abstract : The expected lifetime is steadily increasing in Sweden and the World. As the increase will eventually level out the question is: at what level will the expected lifetime be then? The outlook for or searching after factors and assumptions that can influence mortality in life insurance, are principally missing. READ MORE

  4. 3. Annuity Divisors

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Madeleine Helmersson; [2017]
    Keywords : Annuity Divisor; Lee-Carter; Prediction interval; Pension; Life expectancy; Bootstrap; Makeham; Delningstal; Lee-Carter; Prediktionsintervall; Pension; Livslängder; Makeham;

    Abstract : This paper studies the differences and similarities between the discrete annuity divisor of the income pension compared to the continuous annuity divisor of the premium pension in Sweden. First discrete and continuous annuity divisors are compared and found to be equivalent given the same underlying mortality. READ MORE

  5. 4. Market-consistent valuation of a pension product with guarantee in line with Solvency II : An applied case study to improve knowledge about how rationality and stressed conditions with respect to market- and insurance risk will impact the balance sheet.

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Isak Berg; Richard Stadig; [2016]
    Keywords : Risk management; Insurance; Best estimate; Valuation;

    Abstract : Traditional pension products have today been replaced by products that are linked directly to the unit value of some kind of investment portfolio. These products contribute to more vulnerable situations for insurance companies in terms of uncertainties of future obligations. READ MORE

  6. 5. The Gompertz-Makeham distribution

    University essay from Institutionen för matematik och matematisk statistik

    Author : Fredrik Norström; [1997]
    Keywords : ;

    Abstract : This work is about the Gompertz-Makeham distribution. The distribution has been applied plenty of times. The properties of the Gompertz-Makeham distribution investigated in this work are unimodality of the Gompertz-Makeham distribution and relationship between the median value and the mean residual life time of the Gompertz-Makeham distribution. READ MORE