Título: | ADVERSE SELECTION IN THE OUTPUT OF INSURANCE PLANS WITH COVERAGE FOR DEATH AND SURVIVAL | ||||||||||||||||||||||||||||||||||||||||
Autor: |
RAFAELA DE GREGORIO DIAS |
||||||||||||||||||||||||||||||||||||||||
Colaborador(es): |
CRISTIANO AUGUSTO COELHO FERNANDES - Orientador KAIZO IWAKAMI BELTRAO - Coorientador |
||||||||||||||||||||||||||||||||||||||||
Catalogação: | 26/JAN/2011 | Língua(s): | PORTUGUESE - BRAZIL |
||||||||||||||||||||||||||||||||||||||
Tipo: | TEXT | Subtipo: | THESIS | ||||||||||||||||||||||||||||||||||||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
||||||||||||||||||||||||||||||||||||||||
Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=16801&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=16801&idi=2 |
||||||||||||||||||||||||||||||||||||||||
DOI: | https://doi.org/10.17771/PUCRio.acad.16801 | ||||||||||||||||||||||||||||||||||||||||
Resumo: | |||||||||||||||||||||||||||||||||||||||||
The study of mortality in individual pension plans and life insurance is a subject of growing interest both for insurers as well as for the regulator of these segments, the Superintendence of Private Insurance - SUSEP. In this sense, LABMA/UFRJ calculated mortality tables used as a reference for the insurance market, segregated by sex and coverage, using information covering 80% of the insured population originated from insurance companies operating in Brazil. Economic theory predicts that there is a bias on the outputs of plans with coverage for survival and death, which causes a difference in rates of mortality among those who quit the plan and the remaining group. This difference varies over time, depending on the time lag since the individual quit the plan: as select tables converge to the general level, the assumption here is that after some time, the mortality of individuals who left the plan converges to the same level of those who remained. Based on the same database used by LABMA/UFRJ for the construction of tables of reference for the insurance market as well as the database of deaths from the Social Security Administration, the goal of this study is to test the existence of adverse selection on the outputs of the plans with coverage for survival or death by means of constructing select mortality tables for individuals who quit their plans.
|
|||||||||||||||||||||||||||||||||||||||||
|