Kopulu izmantošana saistīto mirstības tabulu izveidošanā Latvijā
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Latvijas Universitāte
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Maģistra darbā "Kopulu izmantošana saistīto mirstību tabulu izveidošanā Latvijā" tiek pētīts kā konstruēt saistītās mirstību tabulas un izveidots programmas kods statistikas programmā "R". Kaut arī praksē pagaidām vēl nav, bet Latvijas likumdošana pieļauj, tādu mūža pensijas apdrošināšanas produktu, kurā tiek apdrošināti laulātie pāri un viena nāves gadījumā pensiju turpina izmaksāt pārdzīvojušajam laulātajam, ir gaidāms, ka 2013.gadâ tāds produkts tiks piedāvāts, jo Ministra kabineta noteikumos "Mūža pensijas apdrošināšanas tipveida noteikumi " tas ir paredzēts. Lai Latvijas apdrošināšanas tirgū varētu piedāvāt šādu produktu, ir nepieciešams izstrādāt saistītās mirstības tabulas.
Lai sasniegtu maģistra darba mērķi - izstrādātu saistītās mirstību tabulas – tiek izmantotas kopulas, ar kuru palīdzību simulējot veido saistītās mirstību tabulas tālākām vecumu grupām nekā ir patreizējas mirstības tabulas. Šobrīd Latvijas mirstības tabulas ir līdz 90.gadu vecumam, bet cilvēki dzīvo ilgāk.
Atslēgas vārdi: mirstību tabulas, kopulas, apdrošināšana, pensiju apdrošināšana
There is studied a joint mortality table construction for insurance in master`s degree thesis "Modeling a joint life mortality tables in Latvia using the copula technique" and worked up a new program code in statistical program "R". Even though in Latvia there is no such product as life pension insurance with co-insurer for married copules, Latvia legislation (The Cabinet of Ministers of the Republic of Latvia regulation "Mûþa pensijas apdorðinaðanas tipveida noteikumi") provides for it and it is expected that in 2013 in Latvia insurance market there will be such insurance product. It is necessary to model joint life mortality tables to provide this kind of new product in Latvia. To achieve master`s degree thesis goal - construct joint mortality tables - there is used copulas. Construction of copulas is used not only for designing joint mortality table but also for producing tail values for mortality tables. Even though people live longer, for now mortality tables in Latvia is only till 90 years. Keywords: mortality tables, copulas, insurance, pension insurance
There is studied a joint mortality table construction for insurance in master`s degree thesis "Modeling a joint life mortality tables in Latvia using the copula technique" and worked up a new program code in statistical program "R". Even though in Latvia there is no such product as life pension insurance with co-insurer for married copules, Latvia legislation (The Cabinet of Ministers of the Republic of Latvia regulation "Mûþa pensijas apdorðinaðanas tipveida noteikumi") provides for it and it is expected that in 2013 in Latvia insurance market there will be such insurance product. It is necessary to model joint life mortality tables to provide this kind of new product in Latvia. To achieve master`s degree thesis goal - construct joint mortality tables - there is used copulas. Construction of copulas is used not only for designing joint mortality table but also for producing tail values for mortality tables. Even though people live longer, for now mortality tables in Latvia is only till 90 years. Keywords: mortality tables, copulas, insurance, pension insurance