COVID-19 and Excess Mortality: An Actuarial Study

被引：0

作者：

Delbrouck, Camille ^{[1
]}

Alonso-Garcia, Jennifer ^{[2
,3
,4
]}

机构：

[1] Aon Benfield, Telecomlaan 5-7, B-1831 Diegem, Belgium

[2] Univ Libre Bruxelles, Fac Sci, Dept Math, Campus Plaine,CP 213,Blvd Triomphe ACC2, B-1050 Brussels, Belgium

[3] UNSW Sydney, ARC Ctr Excellence Populat Ageing Res CEPAR, 223 Anzac Pde, Kensington, NSW 2033, Australia

[4] Netspar, Postbus 90153, NL-5000 LE Tilburg, Netherlands

来源：

RISKS | 2024年 / 12卷 / 04期

关键词：

actuarial science; epidemiology; mortality; excess mortality; COVID-19; life insurance; OF-DEATH MORTALITY; MATHEMATICAL-THEORY;

D O I：

10.3390/risks12040061

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The study of mortality is an ever-active field of research, and new methods or combinations of methods are constantly being developed. In the actuarial domain, the study of phenomena disrupting mortality and leading to excess mortality, as in the case of COVID-19, is of great interest. Therefore, it is relevant to investigate the extent to which an epidemiological model can be integrated into an actuarial approach in the context of mortality. The aim of this project is to establish a method for the study of excess mortality due to an epidemic and to quantify these effects in the context of the insurance world to anticipate certain possible financial instabilities. We consider a case study caused by SARS-CoV-2 in Belgium during the year 2020. We propose an approach that develops an epidemiological model simulating excess mortality, and we incorporate this model into a classical approach to pricing life insurance products.

引用

页数：27

共 46 条

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