Statistical and mathematical modelling for mortality trends, and the comparison of mortality experiences, through generalised linear models and GLIM

The aim of the thesis is the statistical and mathematical modelling of trends over time in age - specific mortality rates based on lives, policies and amounts. The analysis is based on the theory of generalised linear models (GLM's). Further, a method is advocated for the comparison of mortalit...

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Bibliographic Details
Main Author Hatzopoulos, Peter
Format Dissertation
LanguageEnglish
Published City, University of London 1997
Subjects
HA Statistics
HD Industries. Land use. Labor
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Summary:The aim of the thesis is the statistical and mathematical modelling of trends over time in age - specific mortality rates based on lives, policies and amounts. The analysis is based on the theory of generalised linear models (GLM's). Further, a method is advocated for the comparison of mortality experiences, as well as a method for the construction of a mortality table based on a standard mortality experience. The results are based on the mortality experience of the UK life offices for whole life and endowment assurances, for the time period 1958 - 1990, and for pensioners in pensions schemes, for the time period 1983 - 1990, published by the CM1 Bureau of the Institute and Faculty of Actuaries.
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