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Modelling mortality by causes of death
Valter, Boris ; Mazurová, Lucie (advisor) ; Hurt, Jan (referee)
The aim of this thesis is to provide an overview of methods used in cause-of-death mortality analysis and to demonstrate the application on real data. In Chapter 1 we present the continuous model based on the force of mortality and review the approach using copula functions. In Chapter 2 we focus on the multinomial logit model formulated for cause-specific mortality data, discuss life tables construction and derive life expectancy. In Chapter 3 we apply the multinomial logit model on the data from Czech Statistical Office. We identify the regression model, check its assumptions, present the outputs including the fitted life expectancy, and predicted mortality rates. Later in Chapter 3 we consider several stress scenarios in order to demonstrate the impact of shocked mortality rates on the life expectancy. In Chapter 4 we apply copula functions according to the methodology covered in Chapter 1 and consider cause-elimination stress scenario.
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Modelling mortality by causes of death
Valter, Boris ; Mazurová, Lucie (advisor) ; Hurt, Jan (referee)
The aim of this thesis is to provide an overview of methods used in cause-of-death mortality analysis and to demonstrate the application on real data. In Chapter 1 we present the continuous model based on the force of mortality and review the approach using copula functions. In Chapter 2 we focus on the multinomial logit model formulated for cause-specific mortality data, discuss life tables construction and derive life expectancy. In Chapter 3 we apply the multinomial logit model on the data from Czech Statistical Office. We identify the regression model, check its assumptions, present the outputs including the fitted life expectancy, and predicted mortality rates. Later in Chapter 3 we consider several stress scenarios in order to demonstrate the impact of shocked mortality rates on the life expectancy.
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Similarities and differences in the structure and intensity of mortality in the Scandinavian countries
Štiplová, Veronika ; Burcin, Boris (advisor) ; Hulíková Tesárková, Klára (referee)
Similarities and differences in the structure and intensity of mortality in the Scandinavian countries Abstract The aim of this bachelor thesis is to find similarities and differences in the structure and intensity of mortality from 1990 to 2014 in four Scandinavian countries (in Denmark, Finland, Norway and Sweden). First, the mortality rate is compared in the total and then it is compared due to six selected classes of causes of death (diseases of the circulatory system, neoplasms, diseases of the respiratory system, external causes of morbidity and mortality, mental and behavioural disorders, and finally, diseases of the nervous system). In the analyzed period, life expectancy at birth increased in all of the analyzed countries for both sexes and it was higher for women than men, however the increase in males is higher than in females. Most of the increase in life expectancy at birth was caused by decrease in the mortality rate due to diseases of the circulatory system. In the early 1990s, the class of circulatory disease represented the cause of death for approximately half of all deaths in both sexes in all of the analyzed countries. Neoplasms were the cause of death for another 20 % of deaths, in Denmark 25 %. In the monitored period, the share of deaths due to circulatory system diseases decreased to...
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Financing post-retirement income
Skřivanová, Zuzana ; Mazurová, Lucie (advisor) ; Cipra, Tomáš (referee)
This thesis deals with various possibilities of the financing post-retirement income. In the first part, the basic knowledge from the area of demography is given, what is necessary for the determination of mortality assumptions and for the computation of cash flows in post-retirement age. Subsequently models of decumulation periods are theoretically compared - the basic variants are purchasing of life annuity and annuity-certain, from which are derived selected combinations and modifications. In the last part, theoretical bases are used to determining specific mortality assumptions with respect to the computed values of parameters of the Gompertz-Makeham mortality law. Subsequently cash flows of particular models are numerically illustrated with respect to the mortality assumptions.
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