A View on the Derivation of Mortality Assumptions for Small Populations or Portfolios

A View on the Derivation of Mortality Assumptions for Small Populations or Portfolios

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Description:

The speaker uses the Netherlands to demonstrate mortality modelling in general and the application of a Generalised Additive model. He then explores mortality modelling in the small population of Curaçao. He ends with the advice to investigate whether the full AG-model applied to Curaçao works well, or whether a group of Caribbean countries can be used to form the peer-group.

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