ABSTRACT. The collectivity analysis characterized by the belonging to a certain institution continues to be, in the actuarial literature, an object of great interest. It is sufficient to consider a pension fund subscribers and/or the members of a certain company and the interest in the elimination study from these communities. In this work are resumed some considerations regarding the pure and relative probabilities of elimination from a collectivity exposed to more exit reasons, well known subject, in literature since a long time, deepening and specifying some aspects related to the determination of these probabilities from historical raw data. In particular, the present work purpose is to compare the annual exit probabilities because of death or for other reasons from a collectivity acquired through the quantification of the exposed to the risk according to the current definition in literature with the probabilities acquired through a monthly analysis of the collectivity accounting.
SOME CONSIDERATIONS REGARDING THE DETERMINATION, BY HISTORICAL DATA, OF THE ELIMINATION PROBALILITIES FROM A COLLECTIVITY FOR DIFFERENT REASONS
STAFFA M
2014-01-01
Abstract
ABSTRACT. The collectivity analysis characterized by the belonging to a certain institution continues to be, in the actuarial literature, an object of great interest. It is sufficient to consider a pension fund subscribers and/or the members of a certain company and the interest in the elimination study from these communities. In this work are resumed some considerations regarding the pure and relative probabilities of elimination from a collectivity exposed to more exit reasons, well known subject, in literature since a long time, deepening and specifying some aspects related to the determination of these probabilities from historical raw data. In particular, the present work purpose is to compare the annual exit probabilities because of death or for other reasons from a collectivity acquired through the quantification of the exposed to the risk according to the current definition in literature with the probabilities acquired through a monthly analysis of the collectivity accounting.File | Dimensione | Formato | |
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