Posouzení vlivu nedávných šoků na odhady míry úmrtnosti
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Vysoká škola báňská – Technická univerzita Ostrava
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Abstract
The aim of this diploma thesis is to review the impact of recent shocks on mortality rate estimates in Czechia and analyze the impact of this change on the solvency of the insurance company. An analysis of the prediction of the probability of death in the future is carried out from the historical mortality data, and then the impact of the probability of survival on the solvency of the insurance company is assessed.
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mortality rate, Lee-Carter model, solvency, Solvency II