Actuarial Stochastic Models of the Russian Mortality

Student: Fok Dina

Educational Programme: Statistical Modelling and Actuarial Science (Master)

Year of Graduation: 2018

This paper examines mortality in Russia with the help of stochastic mortality models . Never before has such number of stochastic models been built for Russian data, and in the foreign literature the possibility of constructing models for Russian data was questioned. Li-Carter, CBD 1, Renshaw-Haberman, APC, CBD 2 and Plat models are constructed. In addition, mortality was considered in dynamics, regionally, and also mortality in Russia was compared with the countries of the world.

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