• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 118
  • 58
  • 35
  • 10
  • 9
  • 5
  • 3
  • 2
  • 2
  • 1
  • 1
  • 1
  • Tagged with
  • 272
  • 33
  • 27
  • 24
  • 21
  • 18
  • 18
  • 17
  • 15
  • 15
  • 13
  • 12
  • 12
  • 12
  • 12
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
61

Asymptotic Performance Analysis of the Randomly-Projected RLDA Ensemble Classi er

Niyazi, Lama 07 1900 (has links)
Reliability and computational efficiency of classification error estimators are critical factors in classifier design. In a high-dimensional data setting where data is scarce, the conventional method of error estimation, cross-validation, can be very computationally expensive. In this thesis, we consider a particular discriminant analysis type classifier, the Randomly-Projected RLDA ensemble classifier, which operates under the assumption of such a ‘small sample’ regime. We conduct an asymptotic study of the generalization error of this classifier under this regime, which necessitates the use of tools from the field of random matrix theory. The main outcome of this study is a deterministic function of the true statistics of the data and the problem dimension that approximates the generalization error well for large enough dimensions. This is demonstrated by simulation on synthetic data. The main advantage of this approach is that it is computationally efficient. It also constitutes a major step towards the construction of a consistent estimator of the error that depends on the training data and not the true statistics, and so can be applied to real data. An analogous quantity for the Randomly-Projected LDA ensemble classifier, which appears in the literature and is a special case of the former, is also derived. We motivate its use for tuning the parameter of this classifier by simulation on synthetic data.
62

Impacto do risco de longevidade em planos de previdência complementar / The impact of longevity risk in pension plans

Silva, Fabiana Lopes da 11 November 2010 (has links)
A evolução do aumento da expectativa de vida registrada nas últimas décadas foi uma conquista significativa para a sociedade e trouxe novos desafios em diversas áreas do conhecimento humano. Dentre os impactos do aumento da longevidade, destaca-se sua influência no equilíbrio técnico dos planos previdenciários. Nas entidades de previdência complementar, a identificação oportuna de possíveis desvios da premissa da mortalidade à realidade subjacente visa garantir a solvência e a manutenção dos benefícios de longo prazo. Assim, o presente estudo tem por objetivo estimar os fatores de improvement (fator redutor de mortalidade) para a população coberta por planos privados de aposentadoria, com base no método Lee-Carter e na abordagem CMI (Continuous Mortality Investigation), bem como analisar o impacto da incorporação da estimativa do aumento da expectativa de vida no fluxo de caixa atuarial em uma carteira de benefício definido. Em virtude da carência de informações históricas de tábuas de mortalidade para o Brasil, fez-se uso da técnica de pareamento (propensity score), o qual consiste na identificação do país que mais se assemelha ao Brasil no que se refere às variáveis socioeconômicas relevantes para prever a evolução da expectativa de vida. Essa técnica foi aplicada para uma amostra de 21 países da OCDE. As variáveis socioeconômicas consideradas no estudo foram: Fertilidade, PIB per capita, Crescimento anual do PIB, Saúde, Desemprego, Gini, Analfabetismo e Escolaridade. Diante dos testes efetuados, Portugal foi escolhido para servir de base para as projeções da mortalidade e obtenção dos fatores de improvement, em decorrência da técnica de pareamento e do teste de aderência realizado. Comparando-se as médias dos fluxos de caixa da AT-2000 com e sem improvement e levando-se em consideração os cenários de taxas de juros de 3%, 4%, 5% e 6% ao ano, observou-se que, não considerar o improvement, gera uma elevação do fluxo atuarial entre 7,15% a 10,51% para a carteira simulada. A projeção pelo método CMI forneceu resultado semelhante, sendo que o impacto variou entre 7,05% a 10,32%. Embora os métodos de improvement sejam bem diferentes, é importante destacar que os resultados foram bem semelhantes. Um ponto que merece preocupação é a questão da taxa de juros, pois com a tendência de queda, no longo prazo, maior será a sensibilidade do impacto da projeção do risco de longevidade. Adicionalmente, compararam-se os resultados obtidos com a Tábua Geracional RP-2000 e a Tábua SUSEP BR-EMS. Assim, os resultados anteriores mostram que não considerar a tendência de aumento da expectativa de vida na constituição das provisões técnicas pode expor as entidades de previdência a riscos pouco suportáveis no longo prazo. / The evolution of increased life expectancy recorded in recent decades has been a significant achievement for the society and brought new challenges in various areas of human knowledge. Among those, living longer has impacted the technical balance of the pension plans. In the private pension entities, the timely identification of possible deviations from the assumption of mortality to the underlying reality is to ensure the solvency and the maintenance of long-term benefits. Thus, based on Lee-Carter method and approach CMI (Continuous Mortality Investigation Bureau), this study aims to estimate the factors of improvement (reduction factor of mortality) for the population covered by pension plans as well as analyze the impact of incorporating an estimated longer life expectancy on actuarial cash flow into a portfolio of defined benefits. Due to a lack of historical information about mortality tables of Brazil, the matching technique (propensity score) was used to identify the country which is the most similar to Brazil concerning relevant socioeconomic variables, in order to predict the evolution of life expectancy. This technique was applied on 21 OECD sample countries. Socioeconomic variables considered were: Fertility, GDP per capita, annual growth of GDP, Health, Unemployment, Gini, Illiteracy and Schooling. According to test results, Portugal was chosen as the basis for projections of mortality and acquisition of factors of improvement, due to the matching technique and the adherence test performed. Comparing the averages of the cash flows of the AT-2000 with and without improvement and taking into account the scenarios of interest rates of 3%, 4%, 5% and 6% a year, it was observed that not considering the improvement generates an increased actuarial flow between 7.15% and 10.51% for the simulated portfolio. The CMI method provided similar projection, and the impact varied from 7.05% to 10.32%. Even though the methods of improvement are quite different, it is important to emphasize that the results were much the same. One point that deserves concern is the issue of interest rate since, due to the declining trend in the long run more sensitive will be the impact of the projection of longevity risk. Additionally, those results were compared with the table Generational RP-2000 and BRTable SUSEP EMS. Thus, previous results show that not considering the trend of increasing life expectancy in the establishment of technical provisions can expose the private pension entities to a little bearable risk in the long term.
63

Analyse formelle de concepts et structures de patrons pour la fouille de données structurées / Formal Concept Analysis and Pattern Structures for Mining Structured Data

Buzmakov, Aleksey 06 October 2015 (has links)
Aujourd'hui de plus en plus de données de différents types sont accessibles. L’Analyse Formelle de Concepts (AFC) et les pattern structures sont des systèmes formels qui permettent de traiter les données ayant une structure complexe. Mais le nombre de concepts trouvé par l’AFC est fréquemment très grand. Pour faire face à ce problème, on peut simplifier la représentation des données, soit par projection de pattern structures, soit par introduction de contraintes pour sélectionner les concepts les plus pertinents. Le manuscrit commence avec l'application de l’AFC à l’exploration de structures moléculaires et la recherche de structures particulières. Avec l’augmentation de la taille des ensembles de données, de bonnes contraintes deviennent essentielles. Pour cela on explore la stabilité d'un concept et on l'applique à l’exploration d'un ensemble de données de substances chimiques mutagènes. La recherche de concepts stables dans cet ensemble de données nous a permis de trouver de nouveaux candidats mutagènes potentiels qui peuvent être interprétés par les chimistes. Cependant, pour les cas plus complexes, la représentation simple par des attributs binaires ne suffit pas. En conséquence, on se tourne vers des pattern structures qui peuvent traiter différents types de données complexes. On étend le formalisme original des projections pour avoir plus de liberté dans la manipulation de données. On montre que cette extension est essentielle pour analyser les trajectoires de patients décrivant l’historique de l’hospitalisation des patients. Finalement, le manuscrit se termine par une approche originale et très efficace qui permet de trouver directement des motifs stables. / Nowadays, more and more data of different kinds is becoming available. Formal concept analysis (FCA) and pattern structures are theoretical frameworks that allow dealing with an arbitrary structured data. But the number of concepts extracted by FCA is typically huge. To deal with this problem one can either simplify the data representation, which can be done by projections of pattern structures, or by introducing constraints to select the most relevant concepts. The manuscript starts with application of FCA to mining important pieces of information from molecular structures. With the growth of dataset size good constraints begin to be essential. For that we explore stability of a concept, a well-founded formal constraint. Finding stable concepts in this dataset allows us finding new possible mutagenetic candidates that can be further interpreted by chemists. However for more complex cases, the simple attribute representation of data is not enough. Correspondingly, we turn to pattern structures that can deal with many different kinds of descriptions. We extend the original formalism of projections to have more freedom in data simplification. We show that this extension is essential for analyzing patient trajectories, describing patients hospitalization histories. Finally, the manuscript ends by an original and very efficient approach that enables to mine stable patterns directly.
64

Architecting Query Compilers for Diverse Workloads

Ruby Y Tahboub (6624119) 10 June 2019 (has links)
<div>To leverage modern hardware platforms to their fullest, more and more database systems embrace compilation of query plans to native code. In the research community, there is an ongoing debate about the best way to architect such query compilers. This is perceived to be a difficult task, requiring techniques fundamentally different from traditional interpreted query execution. In this dissertation, we contribute to this discussion by drawing attention to an old but underappreciated idea known as Futamura projections, which fundamentally link interpreters and compilers. Guided by this idea, we demonstrate that efficient query compilation can actually be very simple, using techniques that are no more difficult than writing a query interpreter in a high-level language. We first develop LB2: a high-level query compiler implemented in this style that is competitive with the best compiled query engines both in sequential and parallel execution on the standard TPC-H benchmark. </div><div><br></div><div>Query engines process a variety of data types and structures including text, spatial, graphs, etc. Several spatial and graph engines are implemented as extensions to relational query engines to leverage optimized memory, storage, and evaluation. Still, the performance of these extensions is often stymied by the interpretive nature of the underlying data management, generic data structures, and the need to execute domain-specific external libraries. On that basis, compiling spatial and graph queries to native code is a desirable avenue to mitigate existing limitations and improve performance. To support compiling spatial queries, we extend the LB2 main-memory query compiler with spatial predicates, indexing structures, and spatial operators. To support compiling graph queries, we extend LB2 with graph data structures and operators. The spatial extension matches the performance of hand-written code and outperforms relational query engines and map-reduce extensions. Similarly, the graph extension matches, and sometimes outperforms, low-level graph engines.</div>
65

Expectativas escolares e profissionais de adolescentes: um estudo sobre relações de gênero e percepção de autoeficácia acadêmica / Adolescents\' scholars and professionals expectancies: a study about gender relations and academic autoeficacy perception

Martins, Mônica Carolina Jurca 21 December 2011 (has links)
A cultura, concomitantemente às características biológicas do homem, modelou normas de convivência, posturas sociais, formas de ser e pensar nas diversas sociedades existentes. Entre posturas, modos de ser, agir e pensar percebe-se uma clara distinção entre homens e mulheres. Distinção essa que não abrange somente o fato de nascer biologicamente homem ou mulher (sexo), mas, também, ser culturalmente homem ou mulher (gênero). As implicações e como essa diferença se apresenta na vida individual e em sociedade, nas instituições (especificamente na família e escola), são abordadas nesse trabalho. Dessa forma, o presente trabalho teve como objetivo compreender se os papéis de gênero possuem relações com as escolhas de meninos e meninas em situação escolar na condição de alunos, se suas expectativas se pautam em modelos de homem e mulher de sua sociedade quando planejam e projetam suas vidas. Objetivou também analisar se as projeções de vida futura dos meninos e meninas estão relacionadas à percepção de sua auto-eficácia acadêmica. A metodologia adotada foi descritiva e qualitativa. Os procedimentos de coleta de dados foram: dois roteiros para avaliação da autoeficácia acadêmica e uma redação. Os participantes foram alunos das 1ªs e 2ªs séries do ensino médio de escolas públicas e privadas. As questões referentes a projetos de escolaridade, de constituição familiar, pretensões acadêmicas e a relação do indivíduo com o trabalho, mostram que o planejamento do futuro depende principalmente do bom desempenho escolar, apresentado pelos participantes através da autoeficácia positiva, que parece ser, para eles, condição fundamental para a realização de planos e metas. A análise dos dados também mostra que as relações de gênero são permeadas por desigualdades seja na esfera pessoal ou social. As desigualdades de gênero estão presentes no discurso dos participantes, que reproduzem e se enquadram em relações desiguais, tanto meninos como meninas, sendo a diferença ainda um parâmetro para a desigualdade. / The culture, concomitantly with the human biological characteristics, has shaped rules of acquaintanceship, socials postures, manners of being and thinking in the various existents societies. Among postures, manners of being, acting and thinking, it is possible clearly realizes a distinction between men and women. This distinction, not only covers the fact that be born biologically man or woman (sex), but also to be culturally man or woman (gender). The implications and how this difference is presented in the personal and social life, institutions (specifically family and school) are approached in this study. That way, the present study had as objective to understand if the gender roles have relations with the choices of boys and girls as regular students; if their expectations are ruled by society`s models of man and woman when they plan and project their lives. Objected, also, to analyze if the boys` and girls` future projections of life are related to the perception about their academic self-efficacy. The methodology adopted was descriptive and qualitative. The procedures of data collection were: two roadmaps to assess the academic self-efficacy and one writing. The participants were 1st and 2nd year High School students of public and private schools. The questions about academic projects, family, and the individual\'s relationship with the work, shows that the future planning of these students depends on the good academic performance, presented by positive self-efficacy, that seems to be, for them, a fundamental condition for the plans and targets realization. The data analysis also shown that, the gender relations are permeated by inequalities whether in personal or social life. The inequalities of gender are present in the speech of the participants, these that reproduce and still fit themselves in unequal gender relations, both boys and girls. Being yet the difference a parameter to the inequality.
66

Empregando técnicas de visualização de informação para transformação interativa de dados multidimensionais / Transforming muldimensional data using information visualization techniques

Fatore, Francisco Morgani 27 July 2015 (has links)
A exploração de conjuntos de dados é um problema abordado com frequência em diversos domínios e tem como objetivo uma melhor compreensão de fenômenos simulados ou medidos. Tal atividade é precedida pelas etapas de coleta e armazenamento de dados que buscam registrar o máximo de detalhes sobre algum fenômeno observado. Porém, a exploração efetiva dos dados envolve uma série de desafios. Um deles é a dificuldade em identificar quais dados são realmente relevantes para as análises. Outro problema está relacionado com a falta de garantias de que os fatores fundamentais para a compreensão do problema tenham sido coletados. A transformação interativa de dados é uma abordagem que utiliza técnicas de visualização computacional para resolver ou minimizar esses problemas. No entanto, os trabalhos disponíveis na literatura possuem limitações, como interfaces demasiadamente complexas e mecanismos de interação pouco flexíveis. Assim, este projeto de mestrado teve como objetivo desenvolver novas técnicas visuais interativas para a transformação de dados multidimensionais. A metodologia desenvolvida se baseou no uso de biplots e na ação conjunta dos mecanismos de interação para superar as limitações das técnicas do estado da arte. Os resultados dos experimentos realizados sobre diversos conjuntos de dados dão indícios de que os métodos desenvolvidos possibilitam a obtenção de conjuntos de dados mais representativos. Mais especificamente, foram obtidos melhores resultados em tarefas de classificação de dados ao utilizar os métodos desenvolvidos. / The exploration of datasets is a frequently task in several fields and aims at a better understanding of simulated or measured phenomena. Such activity is preceded by the steps of collecting and storing data, which seek to record as much detail possible about an observed phenomenon. The exploration task is challenging due to many aspects. One of them is the difficulty in identifying which collected data are actually relevant to the analysis. Another one is related to the lack of guarantees that the key factors for understanding the problem have been collected. The interactive transformation of data is a visual based approach that seeks to solve or mitigate these problems. However, the available methods in the literature have limitations in several aspects, such as complex user interfaces and inflexible interactive mechanisms. So, this master project had the goal to develop novel visual techniques for the transformation of datasets. The proposed methodology was based on the use of biplots and interaction mechanisms to overcome the limitations of the state of the art techniques. Empirical results show that by using the proposed approach, it is possible to make the data more representative. Therefore, exploratory activities, classifications, were performed more efficiently and thus provided better results.
67

As Mudanças Climáticas e o Clima de Ondas no Atlântico Sul / The Global Changes and The Wave Climate Over South Atlantic Ocean

Fabricio Vasconcelos Branco 18 August 2016 (has links)
Modificações nas posições médias dos centros de tempestades intensas assim como nos seus sentidos de propagação estão sendo sugeridas por diversos estudos sobre mudanças climáticas. Este fato pode ser determinante para a geração de ondas sobre os oceanos, e consequentemente para o conhecimento das climatologias de ondas. Na costa brasileira a falta de observações diretas em escala climática justifica o uso de técnicas de modelagem numérica para representação do fenômeno. Este trabalho apresenta resultados de simulações numéricas para caracterizar a climatologia das ondas de superfície e suas correspondentes perspectivas de mudanças para um futuro próximo sobre a região do Atlântico Sudoeste. Uma estratégia complexa de modelagem de ondas global, para assegurar a propagação de swell, e uma grade regional forçada por um ventos superficiais obtidos com um modelo de meso-escala atmosférico foi desenvolvida neste estudo. Os modelos utilizados foram o WAVEWATCH-III e o BRAMS. O período de 1982-1999 foi escolhido para representação do século XX com campos atmosféricos provenientes da REANÁLISE-I do NCEP, os quais são utilizados como controle do experimento. O período de 2030-2049 é investigado com base em dois cenários de projeções futuras CCSM3. Os valores médios de altura significativa para a porção Sudoeste do Atlântico Sul são superestimados no conjunto de simulação histórica do CCSM3; ao se considerar dois pontos de localização sobre a Bacia de Campos e Bacia de Santos, valores máximos do ciclo anual são encontrados durante os meses de outono enquanto que o conjunto referência apresenta valores máximos durante os meses de inverno. O estabelecimento de probabilidades de ocorrência de swell e wind sea revelam que o conjunto CCSM3 superestima a influência de swell gerados remotamente. Em termos das projeções climáticas para as bacias de Campos e Santos, pequenas diferenças nos valores médios de altura significativas aparecem de Maio a Dezembro, quando os resultados sugerem um leve aumento das alturas de ondas para as duas bacias quando comparadas com as respectivas médias do século XX. Por outro lado, a obtenção de séries de tendências durante os anos de 2030-2049 demonstram um padrão variável mas um fato comum aparece nos dois cenários de projeções climáticas: diminuição das alturas de ondas na área de oceano aberto e numa porção da região costeira próxima aos 20S, enquanto a porção sudoeste da região de estudo apresenta um pequeno aumento. Isto não é um desenvolvimento monotônico pois variabilidades interanuais de decadais estão evidentes para os dois cenários com diferentes amplitudes e fases entre elas. / Modifications in the mean position of the storm tracks as well as in the direction of propagation of severe storms have been suggested by many studies about climate change. This fact can be determined for the wind-wave generation over the oceans, and consequently for the wave climatology knowledge. In the coast of Brazil, the lack of long term direct observations of wave characteristics leads to the use of numerical modeling techniques to represent the phenomena. This study presents analysis of numerical simulations to characterize the climatology of surface gravity waves and the determined perspectives of changing in the near future for the Western South Atlantic region, with focus on its southern portion, off the southern Brazil coast. A complex strategy of global wave modeling to represent swell propagation associated with regional wave modeling forced by mesoscale winds is adopted; the models employed are WAVEWATCH-III and BRAMS. The period 1982-1999 is used to represent the 20th century with atmospheric fields from NCEP/Reanalysis-I, which results are used as reference. The period 2030-2049 is investigated based on two projected scenarios of the coupled climate model CCSM3. The average significant wave height for the Western South Atlantic is overestimated by the historical run of CCSM3; when considering two locations of interest, Campos and Santos Basins, the maximum values of the annual cycle are found during the autumn, while the reference field presents maximum values during the late winter. The evaluation of probabilities of occurrences of swell and wind sea revealed that CCSM3 overestimated the influence of remotely generated swell for the Western South Atlantic region. In terms of projected scenarios for Campos Basin and Santos Basin, some small differences in the average significant wave height appear from May to December, when the results suggest a small increase of wave height in both locations compared to the correspondent 20th century results. On the other hand, the obtained spatial distribution of trends during the period 2030-2049 shows a variable pattern, but a common feature appears in both projected scenarios of CCSM3: decrease of the wave heights in the open ocean area and part of the shelf around 20ºS, while the southwestern portion of the study region presents a small increase. This is not a monotonic behavior, because interannual and decadal variability are evident in both scenarios, with different amplitudes and phases between them.
68

Låt oss lära av de [o]döda - En motivstudie av Max Brooks´ World War Z: An Oral History of the Zombie War

Karlsson, Rasmus January 2019 (has links)
The purpose of this paper is to examine, through the process of close reading, the usage of different motives and narrative perspectives in Max Brooks´ bestselling novel World war Z: An Oral History of the Zombie War, such as narration, the usage of the zombie and moral projections. As this paper also takes an overviewing pedagogic direction, the paper aims to present the positive outcome of reading fiction, in alignment with the envisionment-arguments of Judith A. Langer, and how this can be implemented in the Swedish school system. A great amount of different claims were made in the analysis, due to the setting of the narratological hermeneutic alignment. For instance, the analysis revealed that WWZ could be read as an exposition of human behavior, when pushed to the edge of extinction, but it can also be seen as a mockumentary in book form – exposing some of the backsides of the capitalistic system. As for the pedagogic perspective, Langer’s concept of envisionment shows that merging the reading of fiction with group discussion can widen pupils grasping of different world phenomena, and thus stimulate their will for a lifelong learning, which correlates with one the of the core objectives and values in the Swedish school curriculum.
69

Demografický vývoj zemí Evropské Unie / Demographic analysis of the European Union

Valeš, Jan January 2009 (has links)
The diploma thesis deals with the demographic analysis of the European Union member countries. In the first part, various demographic measures regarding natural and mechanical changes of population are described. Moreover, each indicator is illustrated with practical calculations and graphical display of the development between years 1960 and 2007. Second part focuses on the construction of demographic projections of the European Union until the year 2060, including theoretical background. In the last part, the impact of demographic trends on the economy is considered.
70

Impacto do risco de longevidade em planos de previdência complementar / The impact of longevity risk in pension plans

Fabiana Lopes da Silva 11 November 2010 (has links)
A evolução do aumento da expectativa de vida registrada nas últimas décadas foi uma conquista significativa para a sociedade e trouxe novos desafios em diversas áreas do conhecimento humano. Dentre os impactos do aumento da longevidade, destaca-se sua influência no equilíbrio técnico dos planos previdenciários. Nas entidades de previdência complementar, a identificação oportuna de possíveis desvios da premissa da mortalidade à realidade subjacente visa garantir a solvência e a manutenção dos benefícios de longo prazo. Assim, o presente estudo tem por objetivo estimar os fatores de improvement (fator redutor de mortalidade) para a população coberta por planos privados de aposentadoria, com base no método Lee-Carter e na abordagem CMI (Continuous Mortality Investigation), bem como analisar o impacto da incorporação da estimativa do aumento da expectativa de vida no fluxo de caixa atuarial em uma carteira de benefício definido. Em virtude da carência de informações históricas de tábuas de mortalidade para o Brasil, fez-se uso da técnica de pareamento (propensity score), o qual consiste na identificação do país que mais se assemelha ao Brasil no que se refere às variáveis socioeconômicas relevantes para prever a evolução da expectativa de vida. Essa técnica foi aplicada para uma amostra de 21 países da OCDE. As variáveis socioeconômicas consideradas no estudo foram: Fertilidade, PIB per capita, Crescimento anual do PIB, Saúde, Desemprego, Gini, Analfabetismo e Escolaridade. Diante dos testes efetuados, Portugal foi escolhido para servir de base para as projeções da mortalidade e obtenção dos fatores de improvement, em decorrência da técnica de pareamento e do teste de aderência realizado. Comparando-se as médias dos fluxos de caixa da AT-2000 com e sem improvement e levando-se em consideração os cenários de taxas de juros de 3%, 4%, 5% e 6% ao ano, observou-se que, não considerar o improvement, gera uma elevação do fluxo atuarial entre 7,15% a 10,51% para a carteira simulada. A projeção pelo método CMI forneceu resultado semelhante, sendo que o impacto variou entre 7,05% a 10,32%. Embora os métodos de improvement sejam bem diferentes, é importante destacar que os resultados foram bem semelhantes. Um ponto que merece preocupação é a questão da taxa de juros, pois com a tendência de queda, no longo prazo, maior será a sensibilidade do impacto da projeção do risco de longevidade. Adicionalmente, compararam-se os resultados obtidos com a Tábua Geracional RP-2000 e a Tábua SUSEP BR-EMS. Assim, os resultados anteriores mostram que não considerar a tendência de aumento da expectativa de vida na constituição das provisões técnicas pode expor as entidades de previdência a riscos pouco suportáveis no longo prazo. / The evolution of increased life expectancy recorded in recent decades has been a significant achievement for the society and brought new challenges in various areas of human knowledge. Among those, living longer has impacted the technical balance of the pension plans. In the private pension entities, the timely identification of possible deviations from the assumption of mortality to the underlying reality is to ensure the solvency and the maintenance of long-term benefits. Thus, based on Lee-Carter method and approach CMI (Continuous Mortality Investigation Bureau), this study aims to estimate the factors of improvement (reduction factor of mortality) for the population covered by pension plans as well as analyze the impact of incorporating an estimated longer life expectancy on actuarial cash flow into a portfolio of defined benefits. Due to a lack of historical information about mortality tables of Brazil, the matching technique (propensity score) was used to identify the country which is the most similar to Brazil concerning relevant socioeconomic variables, in order to predict the evolution of life expectancy. This technique was applied on 21 OECD sample countries. Socioeconomic variables considered were: Fertility, GDP per capita, annual growth of GDP, Health, Unemployment, Gini, Illiteracy and Schooling. According to test results, Portugal was chosen as the basis for projections of mortality and acquisition of factors of improvement, due to the matching technique and the adherence test performed. Comparing the averages of the cash flows of the AT-2000 with and without improvement and taking into account the scenarios of interest rates of 3%, 4%, 5% and 6% a year, it was observed that not considering the improvement generates an increased actuarial flow between 7.15% and 10.51% for the simulated portfolio. The CMI method provided similar projection, and the impact varied from 7.05% to 10.32%. Even though the methods of improvement are quite different, it is important to emphasize that the results were much the same. One point that deserves concern is the issue of interest rate since, due to the declining trend in the long run more sensitive will be the impact of the projection of longevity risk. Additionally, those results were compared with the table Generational RP-2000 and BRTable SUSEP EMS. Thus, previous results show that not considering the trend of increasing life expectancy in the establishment of technical provisions can expose the private pension entities to a little bearable risk in the long term.

Page generated in 0.0314 seconds