MEASUREMENT OF MORTALITY

securitization of mortality risks in life annuities

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

The measurement of occupational mortality.

In making comparisons of the mortality of different occupational groups, it is essential to allow for differences in the age distributions of the groups. The principle of "standardizing" for age is long established. Each of the two conventional methods, direct and indirect, leads to a "Standardized Mortality Ratio" (S.M.R.) which is a weighted average of the ratios of the death rates, by ages, ...

The measurement of maternal mortality.

r ^ HERE are, of course, problems in the interpretation of all historical mortalities, but those surrounding maternal mortality show some unusual and rather complicated features, and they illustrate some interesting points concerning what one might call the "mechanics" of death registration in the past. For the most part, I deal here with the Registrar General's statistics for England and Wales...

Premature mortality and poverty measurement

There is a glaring paradox in all commonly used measures of poverty. The death of a poor person reduces poverty according to these measures. This surely violates our basic intuitions of how poverty measures should behave. It cannot be right in concept that differentially higher mortality among the poor serves to reduce poverty. This paper begins the task of developing poverty measures that are ...

Mortality Measurement: the Case in Favour