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The last decades have brought significant changes in the demographic structure of the world's population, which affects many aspects of modern life. Especially developed countries are characterized by a high level of aging of the population, caused on the one hand by the persistently low fertility rate and on the other by the increase in life expectancy. Among the factors affecting the growing life expectancy, the most frequently men-tioned are [Costa, 2005, p. 23]: a high level of medical care, increasing the effectiveness of preventing infectious diseases, preventive healthcare, healthy eating, improving the material situation and increasing the level of education. They allowed to reach advanced age while maintaining good health.(...)The purpose of this work is to present the phenomenon of longevity and its impact on the structure of society. An analysis of the effectiveness of the Lee-Carter model was carried out. The chapter reviews the tools and methods of longevity risk transfer. (fragment of text)
Rocznik
Strony
86--97
Opis fizyczny
Twórcy
autor
- Uniwersytet Ekonomiczny w Krakowie
autor
- Uniwersytet Ekonomiczny w Krakowie
Bibliografia
- Bartkowiak M. (2019), Modelowanie śmiertelności i transfer ryzyka długowieczności, Uniwersytet Ekonomiczny, Poznań.
- Basel Committee on Banking Supervision (2013), Longevity Risk Transfer Markets: Market Structure, Growth Drivers and Impediments, and Potential Risks, Bazylea.
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- Costa D.L. (2005), Causes of Improving Health and Longevity at Older Ages: A Review of the Explanations, Los Angeles, Genus.
- Dionne G. (2013), Handbook of Insurance, Springer.
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- Jajuga K. (2013), Ryzyko modelu a miary ryzyka, Uniwersytet Ekonomiczny, Wrocław.
- Lee R., Carter L. (1992), Modeling and Forecasting U.S. Mortality, "Journal of the American Statistical Association", Vol. 8, s. 659-671.
- Olivieri A., Pitacco E. (2016), Longevity Risk in Life Annuities and Pensions, Triest, Springer.
- Owsiak S. (2017), Finanse publiczne. Współczesne ujęcie, WN PWN, Warszawa.
- Pitacco E. (2009), Mortality and Longevity: A Risk Management Perspective, University of Trieste.
- Sidley Austin LLP (2015), Sidley Global Insurance Review, https://www.sidley.com/media/update-pdfs/2015/03/20150325-sidley-global-insurance-review.pdf (ac-cessed: 5.06.2020).
- Spedicato G.A., Clemente G. (2013), Mortality Projection with Demography and Lifecontingencies Packages, https://cran.r project.org/web/packages/lifecontingencies/vignettes/mortality_projection.pdf (accessed: 5.06.2020).
- The World Bank (2020), Age Dependency Ratio, Old, https://datacatalog.worldbank.org/age-dependency-ratio-old-working-age-population-2 (accessed: 5.06.2020).
- United Nation (2019a), World Population Prospects 2019, United Nation, New York.
- United Nation (2019b), Life Expectancy at Birth UN Data, http://data.un.org/Data.aspx?q=Life+expectancy+at+birth%2c+female+(years)&d=PopDiv&f=variableID%3a67 (accessed: 5.06.2020).
- Wojciechowski P. (2020), Fundusz emerytalny - plan na 2020 r. Komentarz Głównego Ekonomisty ZUS, https://www.zus.pl/o-zus/aktualnosci/-/publisher/aktualnosc/1/fundusz-emerytalny-plan-na-2020-r_-komentarz-glownego-ekonomisty-zus/2512327 (accessed: 5.06.2020).
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.ekon-element-000171624778