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Metody projekce úmrtnosti a riziko dlouhověkosti / Methods for mortality forecasting and longevity risk

The main aim of this thesis is to analyse different mortality models regarding the longevity risk. We focus on the well-known stochastic models (Lee-Carter model, Age-period-cohort model by Renshaw and Haberman, Cairns-Blake-Dowd two-factor model) and compare them with relatively new Taiwanese model by Yang, Yue and Huang which is based on principal component analysis. Both the theoretical and also the empirical parts are included. Empirical part evaluates all the models mentioned above on the Czech mortality data from 1970-2000 for individuals aged between 50-100 years. Final mortality predictions are made for next 30 years.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:324575
Date January 2013
CreatorsPočerová, Veronika
ContributorsBranda, Martin, Cipra, Tomáš
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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