Henk van Broekhoven - Mortality Risk / Work shop
Mortality modelling: How to derive and analyse Best Estimate mortality, also in case of spare information.
In this presentation ( Lecture) a step by step method will be showed how Best Estimate mortality rates can be derived. Also a method how to measure the uncertainty around mortality will be in the program.
Important before starting modelling is trying to understand the observations, the mortality behaviour in the past..
Best Estimate mortality should contain two parts: mortality developments ( trends) and the mortality for a certain group of insured persons. A model will be showed mortality trends can be modelled in case there is a lack of available data. Also trend modelling from an international point of view will be showed.
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