Chapter 9
Prospective Mortality Tables and Portfolio Experience
Julien Tomas
Université de Lyon 1 Lyon, France
Frédéric Planchet
Université de Lyon 1 - Prim'Act Lyon, France
9.1 Introduction and Motivation
In this chapter1, we will describe an operational framework for constructing and validating prospective mortality tables specific to an insurer. The material is based on studies2 carried out by the Institut des Actuaries. This research has been conducted with the aim of providing to French insurance companies methodologies to take into account their own mortality experience for the computation of their best estimate reserves.
We will present several methodologies and the process of validation allowing an organism to adjust a mortality reference ...
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