Análisis uni-factorial y bi-factorial de la Tasa de mortalidad
- Cristina Tejedor Martínez (coord.)
- Antonio Guerrero Ortega (coord.)
- Germán Ros Magán (coord.)
- Francisco Pascual Vives (coord.)
- Paloma Ruíz Benito (coord.)
- Vanessa Tabernero Magro (coord.)
Editorial: Editorial Universidad de Alcalá ; Universidad de Alcalá
ISBN: 978-84-16599-47-9
Año de publicación: 2017
Páginas: 223-234
Congreso: Jornadas de Jóvenes Investigadores de la Universidad de Alcalá (6. 2017. null)
Tipo: Aportación congreso
Resumen
The objective of this project is to develop a model to describe the dynamic of the Spanish life tables. The model tries to identify the age (unifactorial model) o ages (bifactorial model) that best explain the global behavior of the life table. Once this age is identified, we proceed to estimate the sensibilities of mortality rates to changes in the key mortality rates, employing non-parametric methods. This model can be used as a powerful instrument to analyze and quantify the impact of shocks in mortality rate and for valuation purposes in the insurance industry.