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Abstract

The aim of the thesis is the statistical and mathematical modelling of trends over time in age - specific mortality rates based on lives, policies and amounts. The analysis is based on the theory of generalised linear models (GLM’s).

Further, a method is advocated for the comparison of mortality experiences, as well as a method for the construction of a mortality table based on a standard mortality experience.

The results are based on the mortality experience of the UK life offices for whole life and endowment assurances, for the time period 1958 - 1990, and for pensioners in pensions schemes, for the time period 1983 - 1990, published by the CM1 Bureau of the Institute and Faculty of Actuaries.

Publication Type:	Thesis (Doctoral)
Subjects:	H Social Sciences > HA Statistics H Social Sciences > HD Industries. Land use. Labor
Departments:	Bayes Business School > Actuarial Science & Insurance > Statistical Research Reports Bayes Business School > Bayes Business School Doctoral Theses Doctoral Theses

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