장수리스크를 고려한 사망률 추정방법에 관한 연구 = A Study on the Methods for Forecasting Mortality Considering Longevity Risk

다국어 초록 (Multilingual Abstract)

The government is concerned about the recent population structure changes largely due to decreasing birthrate and longer lifetime expectancy. OECD report(2004) shows that this problem is even more serious in developed counties (including Korea). Hence, the insurers need to take precautions against the recent population issues. Considering this problem in view of pension science, one of critical issues is how to reflect this kind of on-going mortality improvements because the insurers need to hedge effectively the longevity risk that they face inevitably.
In this point of view, this paper aims to review the methodologies of mortality projection that are still currently effective, such as Exponential Model, Generalized Linear Model and Lee-Carter Model. Lastly, we illustrate and then analyze the mortality results projected through each of these models, as an empirical study.

참고문헌 (Reference)

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