Modelování míry úmrtnosti a její aplikace v pojištění osob

Abstract

My bachelor thesis describes mathematical and statistical models of mortality.

I am going to introduce You the basic demographic terms in the theoretical part, which are related to the process of mortality. I will pay attention to the mathematical models in the following chapters, which interprete mortality using math formulas and curves. Than I will describe the mortality tables presenting the mortality model in a practical way and I will introduce several techniques of the mortality curves smoothing.

In the methodical part I will describe the laws of mortality and the methods of the mortality curves smoothing and I will focus on three moving-average methods and the best known Gompertz-Makeham law. Afterwards I will resolve the decrement order of population using statistical methods and last but not least I will compare several types of life insurance.

In the practical part I will apply the methods mentioned in the thesis on an empirical data of men and women in the year 2009 and I will show the calculation of insurance rate and insurance reserves.