Ajuste y predicción de tablas de mortalidad dinámicas para la población ecuatoriana hasta el año 2060 y evaluación del riesgo de longevidad

Abstract

Both the sustained increase in life expectancy and the decrease in mortality rate worldwide have caused several financial problems, affecting mostly insurance companies and Social Security. Numerous non-contemplated payments are produced because of underestimating the insured people’s survival probabilities, such is the case with Social Security that requires more funding to fulfill its obligations to retired people that live more years than expected. The main goal of this work is to predict the mortality rate of Ecuadorians, for which we elaborate mortality tables until the year 2060 using the dynamic models: Lee-Carter Poisson, Li-Lee and Cairns-Blake-Down, thereafter we measure the sensitivity of the valuation of some actuarial products in function of the mortality rates and simultaneously we evaluate the longevity risk. Furthermore, we add variations in the interest rate to the sensitivity analysis in order to measure the impact of this variable.