La présente thèse vise à explorer différents types de modèles log-bilinéaires dans le domaine des sciences actuarielles. Le point de départ consiste en le modèle de Lee-Carter, utilisé pour les problèmes de projection de la mortalité. Différentes variantes sont développées, et notamment le modèle de Poisson log-bilinéaire. L'introduction de variables explicatives est également analysée. Enfin, une tentative de d'exportation de ces modèles au cas des triangles IBNR est effectuée.

Under det gångna århundradet ökade den förväntade livslängden avsevärt såväl i Sverige som i övriga världen. 1900-talets förbättrade livslängd drevs inledningsvis av en minskad barnadödlighet medan de senare årtiondena kännetecknades av minskad dödlighet i höga åldrar. En åldrande befolkning innebär ökade krav på sjukvård, äldreomsorg och inte minst pensionssystem. Pålitliga prognoser för vår framtida livslängd behövs för att beräkna de resurser som nämnda verksamheter kommer att ta i anspråk och utgör förutsättningen för en rättvis prissättning av försäkringsprodukter med levnadsrisk. Lee-Carter-modellen är en av vår tids tongivande modeller för mortalitetsprognostisering. Modellen används här för att göra livslängdsprognoser utifrån svenska mortalitetsdata; prognoserna jämförs sedan med observerade utfall. Mot bakgrund av resultatet diskuteras levnadsrisk med fokus på pensioner. Inte oväntat presterar prognoserna ingen felfri bild av verkligheten och prognosfelet varierar i storlek mellan skattningarna; att använda dem som underlag för pensionsberäkningar hade i förlängningen varit ohållbart. Exemplet illustrerar på samma gång vår osäkerhet inför framtidens livslängdsutveckling och svårigheten i att prognostisera den. / During the past century, Sweden along with many other countries experienced a sharp decline in mortality rates. The increased life expectancy was initially propelled by mortality reductions among infants and subsequently by a survival improvement in advanced ages. An ageing population has large implications for those providing services to the elderly, such as medical care and pensions, whilst also addressing the need for accurate and reliable mortality forecasts and projection methods. The Lee-Carter model is the current gold standard for mortality forecasting and has been widely adopted in several studies. Here, the model is applied on Swedish mortality data; the projections are then compared to the observed lifespan development. Against this backdrop, a discussion on longevity risk in pensions schemes follows. The forecasts performed in this study do not perfectly reflect the observed mortality change in the examined period; furthermore, the variation of the estimation errors limits the actuarial value of the projections. The findings illuminate the uncertainty that surrounds our future life expectancy as well as the difficulties associated with forecasting it.

Submitted by Maria Dulce (mdulce@ndc.uff.br) on 2014-02-19T20:52:00Z No. of bitstreams: 1 Pinheiro, Pedro-Disser-2013.pdf: 1494000 bytes, checksum: 4ace873d951330464bcf5d136a1d6a74 (MD5) / Made available in DSpace on 2014-02-19T20:52:00Z (GMT). No. of bitstreams: 1 Pinheiro, Pedro-Disser-2013.pdf: 1494000 bytes, checksum: 4ace873d951330464bcf5d136a1d6a74 (MD5) Previous issue date: 2013 / Este trabalho procura dar conta da ascensão de Jimmy Carter dentro do Partido Democrata, no caminho percorrido por ele até chegar à presidência dos EUA. Não se trata, contudo, de uma biografia; o trabalho procura inserir a trajetória pessoal de Carter no contexto maior das transformações políticas, sociais e econômicas pelas quais passavam os EUA na década de 70. Para tanto, concebemos uma tríade de atores sociais, composta por militantes profissionais do partido, integrantes de movimentos sociais e funcionários tecnocratas da área econômica. Nosso objetivo é observar pontos de interação e atritos entre esses agentes, dentro e fora do governo, de modo a compreender a formação de uma cultura política específica do Partido Democrata, cuja origem está no seu processo de nacionalização e unificação. Procuramos ainda relacionar a crise de governabilidade enfrentada por Carter durante seu mandato com as estratégias legislativas do governo, as condicionantes econômicas e políticas do período, e a percepção do governo e da liderança pessoal de Carter por parte da opinião pública. / This study is an attempt to understand the rise pf Jimmy Carter inside the Democratic Party, on his way to the presidency of the United States. It isn’t a biography, however, this work tries to frame Carter’s personal path inside the larger context of the political, social and economic changes of United States during the 70’s. For this purpose, we conceived a triad of social actors, composed by professional politicians of the party, members of social movements and technocrats of the economic area. Our goal is to observe points of interaction and conflicts among these agents, inside and outside the government, in order to understand the building of a political culture that is specific of the Democratic Party, whose origin is related to its process of nationalization and unification. We try also to relate the crisis of governability faced by Carter during his term with the legislative strategies of the administration, the economic and political constraints of the period, and the perception of the government and of Carter’s personal leadership by the public opinion.

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. The income divisor is based on observed mortality in a period setting while the premium divisor which is based on projected mortality in a cohort setting. The expected performance of the two methods is studied by constructing prediction intervals based on Lee-Carter models with either a Binomial or Poisson distribution. Prediction intervals are constructed using either residual bootstrap or parametric bootstrap. The premium annuity divisor is found to outperform the income annuity divisor, there is a large risk that the latter underestimates the future mortality. / Den här uppsatsen studerar skillnader och likheter mellan inkomstpensionens diskreta delningstal och premiepensionens kontinuerliga delningstal i Sverige. Först jämförs diskreta och kontinuerliga delningstal och finns vara likvärdiga när de baseras på samma dödlighet. Inkomstpensionens delningstal är baserad på observerad period-dödlighet medan premiepensionens delningstal är baserad på projekterad kohort-dödlighet. Prediktionsintervall används för att skatta hur bra de två metoderna är. Med hjälp av Lee-Carter-modellen baserad på antingen poissonfördelning eller binomialfördelning konstrueras prediktionsintervall. Bootstrap, antingen parametrisk eller baserad på residualerna, används för att skapa prediktionsintervallen. Premiumpensionens delningstal stämmer väl överens med prediktionsintervallen medan det för inkomstpensionens delningstal finns en stor risk att framtida dödlighet underskattas.

This study examines the possible effect of the president's vote totals in states on Presidents Carter's and Reagan's support among senators. Using senators' Congressional Quarterly (CQ) presidential support scores as the dependent variable, this paper hypothesizes that Carter and Reagan's support is significantly and positively related to their electoral success in that Senator's state for the years 1977 through 1988. Several control variables are included to help explain support. There is qualified corroboration for the hypothesis that senator's presidential support scores are significantly and positively related to the president's electoral success for specific administrations and for specific-party senators, although not for the original hypothesis that aggregated the period 1977 to 1988.

[ES] En la actualidad resulta de gran importancia el análisis de los fenómenos como el crecimiento poblacional y la reducción de la mortalidad por la repercusión económica y social que dichos procesos tienen en el desarrollo de los países. En este sentido las tablas de vida constituyen una herramienta para comprender, a través de las probabilidades de muerte, la esperanza de vida y otros indicadores, la dinámica poblacional. Lee y Carter (1992), plantearon un modelo, cuyo ajuste permite a los analistas obtener una visión dinámica del comportamiento de la mortalidad durante un periodo de análisis. Esta tesis doctoral busca contribuir en la comprensión de los cambios que ha experimentado la población colombiana en cuanto a mortalidad. Para lograrlo se plantearon cuatro objetivos. El primero, construir modelos estocásticos de mortalidad como Lee-Carter para datos de Colombia y hacer un estudio comparativo de dichos modelos para evaluar su coherencia a partir de la calidad de los resultados obtenidos. El segundo, calcular y analizar algunos indicadores relacionados con la mortalidad tales como la mortalidad infantil, la esperanza de vida al nacer, la esperanza de vida a los 65 años, el índice de Gini al nacer y el índice de Gini a los 65 años. El tercero, aplicar gráficos de control para identificar los momentos en el tiempo y los intervalos de edad en los que la probabilidad de muerte observada es sustancialmente diferente de la pauta de mortalidad en el período estudiado. Para esto, los residuos de los modelos seleccionados se vigilaron mediante el gráfico de control multivariado T2 de Hotelling para detectar cambios sustanciales en la mortalidad que no fueron identificados por los modelos. El cuarto, analizar el comportamiento de la mortalidad para los departamentos de Colombia mediante técnicas de análisis multivariado como el análisis de componentes principales, el clúster jerárquico y el fuzzy clúster, para posteriormente identificar grupos de departamentos con comportamientos similares y caracterizarlos mediante los indicadores de mortalidad estudiados. La metodología descrita relacionada con los tres primeros objetivos se aplicó a datos de las tablas de vida abreviadas por sexo para Colombia para el período 1973-2005, utilizando la información disponible en The Latin America Human Mortality Database. Para el análisis de la mortalidad por departamentos se construyeron nuevas tablas de vida abreviadas por sexo con la información de los departamentos para el período 1985-2014, ajustándonos a la información disponible para los departamentos de Colombia en cuanto a defunciones y población. La metodología fue implementada a través del software estadístico libre R, lo que permite la replicabilidad y reproducibilidad de los resultados. / [CA] En l'actualitat resulta de gran importància l'anàlisi dels fenòmens com el creixement poblacional i la reducció de la mortalitat per la repercussió econòmica i social que aquests processos tenen en el desenvolupament dels països. En aquest sentit les taules de vida constitueixen una eina per a comprendre, a través de les probabilitats de mort, l'esperança de vida i altres indicadors, la dinàmica poblacional. Lee i Carter (1992), van plantejar un model, l'ajust del qual permet als analistes obtenir una visió dinàmica del comportament de la mortalitat durant un període d'anàlisi. Aquesta tesi doctoral cerca contribuir en la comprensió dels canvis que ha experimentat la població colombiana quant a mortalitat. Per a aconseguir-ho es van plantejar quatre objectius. El primer, construir models estocàstics de mortalitat com Lee-Carter per a dades de Colòmbia i fer un estudi comparatiu d'aquests models per a avaluar la seua coherència a partir de la qualitat dels resultats obtinguts. El segon, calcular i analitzar alguns indicadors relacionats amb la mortalitat tals com la mortalitat infantil, l'esperança de vida en nàixer, l'esperança de vida als 65 anys, l'índex de Gini en nàixer i l'índex de Gini als 65 anys. El tercer, aplicar gràfics de control per a identificar els moments en el temps i els intervals d'edat en els quals la probabilitat de mort observada és substancialment diferent de la pauta de mortalitat en el període estudiat. Per a això, els residus dels models seleccionats es van vigilar mitjançant el gràfic de control multivariat T2 de Hotelling per a detectar canvis substancials en la mortalitat que no van ser identificats pels models. El quart, analitzar el comportament de la mortalitat per als departaments de Colòmbia mitjançant tècniques d'anàlisi multivariada com l'anàlisi de components principals, el clúster jeràrquic i el fuzzy clúster, per a posteriorment identificar grups de departaments amb comportaments similars i caracteritzar-los mitjançant els indicadors de mortalitat estudiats. La metodologia descrita relacionada amb els tres primers objectius es va aplicar a dades de les taules de vida abreujades per sexe per a Colòmbia per al període 1973-2005, utilitzant la informació disponible en The Latin America Human Mortality Database. Per a l'anàlisi de la mortalitat per departaments es van construir noves taules de vida abreujades per sexe amb la informació dels departaments per al període 1985-2014, ajustant-nos a la informació disponible per als departaments de Colòmbia quant a defuncions i població. La metodologia va ser implementada a través del programari estadístic lliure R, la qual cosa permet la replicabilidad i reproducibilidad dels resultats. / [EN] The analysis of phenomena such as population growth and mortality reduction is currently of great importance because of the economic and social impact that these processes have on the development of countries. In this sense, life tables are a tool for understanding population dynamics through death probabilities, life expectancy and other indicators. Lee and Carter (1992) proposed a model whose adjustment allows analysts to obtain a dynamic view of the behavior of mortality during a period of analysis. This doctoral thesis seeks to contribute to the understanding of the changes experienced by the Colombian population in terms of mortality. To achieve this, four objectives were proposed. The first, to construct stochastic mortality models such as Lee-Carter for Colombian data and to make a comparative study of these models to evaluate their coherence based on the quality of the results obtained. The second is to calculate and analyze some mortality-related indicators such as infant mortality, life expectancy at birth, life expectancy at age 65, the Gini index at birth and the Gini index at age 65. The third is to apply control charts to identify moments in time and age intervals in which the observed probability of death is substantially different from the mortality pattern in the period studied. For this, the residuals of the selected models were monitored using Hotelling's T2 multivariate control chart to detect substantial changes in mortality that were not identified by the models. Fourth, to analyze the behavior of mortality for the departments of Colombia using multivariate analysis techniques such as principal component analysis, hierarchical clustering and fuzzy clustering, in order to subsequently identify groups of departments with similar behavior and characterize them by means of the mortality indicators studied. The methodology described in relation to the first three objectives was applied to data from the abbreviated life tables by sex for Colombia for the period 1973-2005, using the information available in The Latin America Human Mortality Database. For the analysis of mortality by department, new abbreviated life tables by sex were constructed with information from the departments for the period 1985-2014, adjusting to the information available for the departments of Colombia in terms of deaths and population. The methodology was implemented through the free statistical software R, which allows the replicability and reproducibility of the results. / Díaz Rojo, G. (2021). Ajuste y predicción de la mortalidad. Aplicación a Colombia [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/179995 / TESIS

This dissertation will explore the way Philip treats puppets and masks as pseudo-sacred objects in order to maintain control in Angela Carter’s work The Magic Toyshop. To show the implications of the pseudo-sacred, I will use Violence and the Sacred by Rene Girard that examines the way primitive cultures are able to maintain order through particular religious beliefs and collective violence against a scapegoat. My critical reading of the text will look closely at how Philip uses the pseudo-sacred to build up the community. When the pseudo-sacred is finally called into question the community is threatened. Although Philip attempts to deflect blame onto the scapegoat Melanie, he fails as there is no social buy-in, leading to the destruction of the community. While the house is burned down destroying the puppets and masks, presumably along with Philip, the pseudo-sacred still has the chance of being perpetuated through Finn’s own obsession with power and control.

回顧二十世紀的歷程，我們可以看到人類在壽命上的一大進步，認為壽命的延長是人類的最大勝利；但是此壽命延長現象卻視為未來社會中的最主要的挑戰與風險。台灣在1993年六十五歲以上的老年人口比例已突破7%，正式步入聯合國所定義的「高齡化社會」，也正式面臨長壽風險（Longevity Risk）的問題。人口老化所帶來的衝擊，不只是提高工作人口的負擔，它同時也增加政府的養老給付和醫療保險支出，影響社會經濟安全，因此對於未來人口推估的死亡率模型所扮演角色日益重要。本研究以移動平均法和主成分分析兩種不同方式討論不同國家的死亡率變化情形，而後分析廣為人所用的Lee-Carter模型及Reduction Factor模型不足之處，並針對此兩模型不完善部分加以調整改進，建構出適合台灣死亡率的預測模型。

隨著醫療技術的進步、環境衛生的改善與人類追求健康生活型態的趨勢，全世界人類死亡率不斷逐年地下降中。但死亡率的下降不僅影響政府的社會福利政策，也影響到壽險公司對於未來的不確定性。例如在年金商品定價上，如果使用不適當的死亡率預測將會導致保險公司在未來現金流量上的不穩定，進而影響到公司的財務健全度。因此用來預估死亡率的模型便扮演著相當重要的角色。本研究首先透過Reduction Factor圖形觀察台灣、日本、美國、加拿大、英國與法國的歷年死亡率變動，之後再使用廣為人使用的Lee-Carter模型與其改善方法主成分分析方法(Principal Component Analysis, PCA)預估未來死亡率，最後再比較兩種方法在預測死亡率的表現。再透過計算年金商品與壽險商品的純保費部份，了解忽略死亡率變動趨勢所可能產生的影響。最後利用上述年金商品與壽險商品對於死亡率帶來的影響，討論保險公司在上述情形之下可以採取的最佳自然避險策略。

This study examines Angela Carter’s demythologising of origin myths and will investigate the extent to which her fictions offer viable alternatives that allow for productive representations of women and gender relations outside patriarchal paradigms. In the first half of the thesis (Chapters 1-3), I will primarily focus on how several of Carter’s earlier texts deconstruct existing mythical spaces, particularly the biblical creation story in Genesis. The Genesis myth is central to socio-historical constructions of gendered identities, and in itself, central to Carter’s imagination. She repeatedly returns to this myth in her challenging of the ways in which patriarchal narratives construct violent relations between self and other, specifically where ‘woman’ is situated as the repressed other of male desires and fears. Alongside her demythologising of Genesis, Carter deconstructs Freudian myths of sexual maturation, exposing where these also set up a relationship of antagonism or enmity between the sexes. Although Chapter One will explore how Carter attempts to revise these origin myths from a positive stance, Two and Three will focus on the inherent difficulties faced by the female subject in her struggle against patriarchal myths and their violent oppression of female autonomy. The second half of the thesis (Chapters 4-6) will shift to an investigation of how Carter’s later texts set up both possibilities and challenges for women when attempting to construct their own narratives of origin. Through her problematising of matriarchal myths and feminist fantasies of self-creation, Carter emphasises the need for confronting limitations rather than celebrating transgressions as entirely liberating. The thesis will conclude, however, with an examination of where Carter’s own attempts at remythologising opens up an alternative space, or ‘elsewhere’, of feminine desires that allows for a refiguring of the female subject as well as more reciprocal relations between the sexes.