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Authors
Advisor(s)
Abstract(s)
Em Portugal, as tábuas de invalidez utilizadas são na maior parte dos ca s os ,
baseadas na experiência das Resseguradoras. Estas empresas baseiam-se em
experiências estatísticas feitas em várias partes do mundo e é suposto reflectir
as características mais ou menos universais da frequência de invalidez. Mas,
uma vez que as condições sociais, económicas, climatéricas específicas de cada
país têm influência nas taxas de invalidez, surge a necessidade de existirem
tabelas de invalidez coerentes com a população portuguesa.
O presente trabalho desenvolve a teoria do ajustamento pelo método analítico
por forma a obter taxas de invalidez. Este método pressupõe que a invalidez
possa ser descrita por uma lei matemática dependente de certos parâmetros,
cuja estimação é, nesta dissertação, efectuada pelo método da máxima
verosimilhança, pelo método dos mínimos quadrados e por um método
desenvolvido por Mexia, o método da semilinearização. Observe-se que a lei é
do mesmo tipo da ajustada por Bernardino para a mortalidade da população
portuguesa.
Baseado em dados de indivíduos expostos ao risco e de indivíduos que entram
em invalidez permanente em cada idade, classificados por sexo, nos anos de
1992 a 1997 é realizada uma aplicação à entrada em invalidez permanente em
Portugal.
Aplica-se ainda a teoria dos vórtices estocásticos para obter uma distribuição
limite estacionária para os efectivos de inválidos permanentes nas várias idades.
Mostra-se como utilizar essa distribuição estacionária para obter um minorante
para o custo incorrido pela Segurança Social.
In Portugal, the disability tables in use are in most cases based on the experience of Reassurance companies. These companies are based on statistics experiences made in several parts of the world and are supposed to reflect the characteristics of the frequency of disability, which are more or less universal. But once that the specific social, economical and climate conditions of each country influence upon the disability rates, the existence of disability tables in coherence with portuguese population urges. The actual paper focuses on the theory of adjustment according to the analytical method in order to obtain disability rates. This method rests upon the idea that disability can be described by a mathematical law, which depends on certain parameters that are estimated in this paper according to the methods of maximum likelihood, least squares and the one developed by Mexia, the semilinearation. It must be noted that the law is of the same type that the one adjusted by Bernardino to the mortality of Portuguese population With data from the individuais exposed to the risk and from those that go into permanent disability in each age, classified by sex, in the years of 1992 to 1997 an application to the going into permanent disability is carried out in Portugal. The theory of stochastic vortices is still applied to obtain a boundary stationary distribution to the number of permanent disabled in the various ages. A way to use that stationary distribution to obtain a minimum amount of the costs for Social Security is shown.
In Portugal, the disability tables in use are in most cases based on the experience of Reassurance companies. These companies are based on statistics experiences made in several parts of the world and are supposed to reflect the characteristics of the frequency of disability, which are more or less universal. But once that the specific social, economical and climate conditions of each country influence upon the disability rates, the existence of disability tables in coherence with portuguese population urges. The actual paper focuses on the theory of adjustment according to the analytical method in order to obtain disability rates. This method rests upon the idea that disability can be described by a mathematical law, which depends on certain parameters that are estimated in this paper according to the methods of maximum likelihood, least squares and the one developed by Mexia, the semilinearation. It must be noted that the law is of the same type that the one adjusted by Bernardino to the mortality of Portuguese population With data from the individuais exposed to the risk and from those that go into permanent disability in each age, classified by sex, in the years of 1992 to 1997 an application to the going into permanent disability is carried out in Portugal. The theory of stochastic vortices is still applied to obtain a boundary stationary distribution to the number of permanent disabled in the various ages. A way to use that stationary distribution to obtain a minimum amount of the costs for Social Security is shown.
Description
Mestrado em Ciências Actuariais
Keywords
tábuas de invalidez família de leis método da máxima verosimilhança método dos mínimos quadrados método da semilinearização distribuição limite vórtices estocásticos custo mínimo disability tables laws families maximum likelihood method least squares method semilinearation method limit distribution stochastic vortices minimum cost
Pedagogical Context
Citation
Sequeira, Inês Jorge da Silva (2002). “Tabelas de invalidez”. Dissertação de Mestrado. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão
Publisher
Instituto Superior de Economia e Gestão