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082006 (M02, B21) Erstellung der Sterbetafel PKV95 für die Private Krankenversicherung
226
A bstracts and Reviews
detailed information on cause of death and cohort-based approaches, this has not led to obviously better forecasts, and the time period at which the forecasts are made is more important than the method used. The particular importance of mortality assumptions in determining projected numbers of elderly people is discussed.
Keywords: Mortality, Forecasting, Great Britain, United States of America 082004 (M01, M21) Are Mortality Rates Falling at Extremely High Ages? An Investigation Based on a Model Proposed by Coale and Kisker. Wilmoth J.R., Population Studies, Volume 49, N°2,
1995, pp. 281-295 It is known that further mortality reductions in industrialized countries depend heavily on trends in mortality rates at the oldest ages. In this article, a model proposed by Coale and Kisker is used to investigate mortality trends at the extreme old age of 110 years. The most important conclusions are that (1) the form of the model proposed by Coale and Kisker fits observed mortality schedules very well indeed, and (2) the trend in mortality rates at extremely high ages has apparently been flat for men, but may have declined slightly for women during this century.
Keywords : mortafity.
M02: D E S C R I P T I V E STATISTICS AND TABLES 082005 (M02, B12) La construction des tables de mortalit(~ du tarif collectif 1995 de r U P A V . Maeder Ph., Schweizerische Vereinigung der Versiche-
rungsmathematiker, Mitteilungen - Bulletin, Heft 2, 1995, pp. 131-175 The paper describes the statistical data collected during the period 1986/90 in order to measure mortality rates relating to Swiss group insurance and pensions; it also explains how mortality tables which apply to the 1995 collective tariffs of the Association of Swiss Life Insurance Companies were constructed.
Keywords: Mortality Rates, Group Insurance.
Versicherungsmathematik, Bldtter, Band XXII, Heft 3, April 1996, pp.591-621 Statistics compiled from members of the association of private health insurance companies show, that the official mortality table 87R, which is still frequently used for premium calculation, will not be of much significance any more in the near future. The text above illustrates the development of a new and more accurate mortality table for private health insurance companies, which will by no means lead to inaccurately high provisions for increasing age. Having introduced the fundamental basics that lead to requirements for the calculation, the text goes on to illustrate the mathematical techniques that were used to compile the mortality table. In conclusion, the effects of an introduction of the new table on present and future clients are shown.
Keywords: Mortality, Private Health. 082007 (M02) Entwicklung unternehmenseigener Sterbetafeln. Olbricht W., Miller K., Deutsche Gesellschafi fiir
Versicherungsmathematik, BlOtter, Band XXII, Heft 3. April 1996, pp. 501-514 The competitive situation in the wake of deregulation of the life insurance market and the much more important rise and greater responsibility attaching to the company actuary make it all the more essential to analyse the insurer's risk in even greater detail in the future than has commonly been the case up to now. For instance, it is necessary to be able to determine secondorder mortality more precisely and more reliably. Classical approaches to this problem, however, require relatively large portfolios and are not directly usable for small to medium-sized or, in particular, for segmented portfolios. Against this background, the present paper proposes a method which can be used to generate company-specific life tables by fitting a basic reference table to the actual mortality figures of the respective company. The main ingredient is an age-dependent correction factor which is derived via robust regression. A data pool is currently being established on the basis of this methodology which, it is hoped, will in future yield further useful information which has not been available in Germany up to now.
Keywords: Mortality Tables, Robust Regression. 082006 (M02, B21) Erstellung der Sterbetafel PKV95 fur die Private Krankenversicherung. Bleckmann N., Mnich J., Deutsche Gesellschaftf~r
082008 (M02,BI0) Finanzwirtscha ftliche Konzequenzen erweiter Kalkulationsspielriume in der Lebensversicherung.
A bstracts and Reviews
detailed information on cause of death and cohort-based approaches, this has not led to obviously better forecasts, and the time period at which the forecasts are made is more important than the method used. The particular importance of mortality assumptions in determining projected numbers of elderly people is discussed.
Keywords: Mortality, Forecasting, Great Britain, United States of America 082004 (M01, M21) Are Mortality Rates Falling at Extremely High Ages? An Investigation Based on a Model Proposed by Coale and Kisker. Wilmoth J.R., Population Studies, Volume 49, N°2,
1995, pp. 281-295 It is known that further mortality reductions in industrialized countries depend heavily on trends in mortality rates at the oldest ages. In this article, a model proposed by Coale and Kisker is used to investigate mortality trends at the extreme old age of 110 years. The most important conclusions are that (1) the form of the model proposed by Coale and Kisker fits observed mortality schedules very well indeed, and (2) the trend in mortality rates at extremely high ages has apparently been flat for men, but may have declined slightly for women during this century.
Keywords : mortafity.
M02: D E S C R I P T I V E STATISTICS AND TABLES 082005 (M02, B12) La construction des tables de mortalit(~ du tarif collectif 1995 de r U P A V . Maeder Ph., Schweizerische Vereinigung der Versiche-
rungsmathematiker, Mitteilungen - Bulletin, Heft 2, 1995, pp. 131-175 The paper describes the statistical data collected during the period 1986/90 in order to measure mortality rates relating to Swiss group insurance and pensions; it also explains how mortality tables which apply to the 1995 collective tariffs of the Association of Swiss Life Insurance Companies were constructed.
Keywords: Mortality Rates, Group Insurance.
Versicherungsmathematik, Bldtter, Band XXII, Heft 3, April 1996, pp.591-621 Statistics compiled from members of the association of private health insurance companies show, that the official mortality table 87R, which is still frequently used for premium calculation, will not be of much significance any more in the near future. The text above illustrates the development of a new and more accurate mortality table for private health insurance companies, which will by no means lead to inaccurately high provisions for increasing age. Having introduced the fundamental basics that lead to requirements for the calculation, the text goes on to illustrate the mathematical techniques that were used to compile the mortality table. In conclusion, the effects of an introduction of the new table on present and future clients are shown.
Keywords: Mortality, Private Health. 082007 (M02) Entwicklung unternehmenseigener Sterbetafeln. Olbricht W., Miller K., Deutsche Gesellschafi fiir
Versicherungsmathematik, BlOtter, Band XXII, Heft 3. April 1996, pp. 501-514 The competitive situation in the wake of deregulation of the life insurance market and the much more important rise and greater responsibility attaching to the company actuary make it all the more essential to analyse the insurer's risk in even greater detail in the future than has commonly been the case up to now. For instance, it is necessary to be able to determine secondorder mortality more precisely and more reliably. Classical approaches to this problem, however, require relatively large portfolios and are not directly usable for small to medium-sized or, in particular, for segmented portfolios. Against this background, the present paper proposes a method which can be used to generate company-specific life tables by fitting a basic reference table to the actual mortality figures of the respective company. The main ingredient is an age-dependent correction factor which is derived via robust regression. A data pool is currently being established on the basis of this methodology which, it is hoped, will in future yield further useful information which has not been available in Germany up to now.
Keywords: Mortality Tables, Robust Regression. 082006 (M02, B21) Erstellung der Sterbetafel PKV95 fur die Private Krankenversicherung. Bleckmann N., Mnich J., Deutsche Gesellschaftf~r
082008 (M02,BI0) Finanzwirtscha ftliche Konzequenzen erweiter Kalkulationsspielriume in der Lebensversicherung.