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Outils théoriques et opérationnels adaptés au contexte de l'assurance vie en Afrique subsaharienne francophone - Analyse et mesure des risques liés à la mortalité

Abstract : In a market of life insurance in sub-Saharan Francophone behind, but with a bright future in the event of emergence of endogenous technical and commercial solutions, the thesis provides theoretical and operational tools adapted to its development. This approach is in parallel with actions taken by the supervisory authority regional (CIMA) to provide insurance tools in the region. Indeed, CIMA has initiated work to construct new tables regulatory experience, which has provided reliable and relevant references for mortality of the insured population in the region. However, some useful technical issues were not developed in such construction. The thesis then give them special attention. Thus, on the one hand, the theory can provide tools to account for differences in mortality between countries in the region, while limiting the risks associated with systematic sampling fluctuations (due to small sample sizes data countries). Particular, it appears that if the model independent of each country is not appropriate, models of heterogeneity with observable factors, such as the Cox or Lin and Ying model, can achieve this goal. However, it says here that these models of heterogeneity does not eliminate the systematic risk due to sampling fluctuations when estimating the model, they generate only a reduction of this risk in exchange for an increase in systematic risk associated the choice of model. On the other hand, the thesis can also provide tools to model future mortality experience in the region. In the absence of data on past trends in mortality experience, nor the classical Lee-Carter or its extensions are applicable. A solution based on a parametric adjustment, an assumption about the form of changes in the level of mortality (exponential or linear trend) and an expert opinion on the generational life expectancy at a given age is then proposed (this work based on the model of Bongaarts). Then in a second time, assuming availability of data on past trends (which for the record is not the case at this stage in the region, but should be in the coming years), the thesis proposes a model of future mortality from an external reference mortality and analyzes associated systematic risk (risk of sampling fluctuations and on the choice of the reference of mortality).
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Contributor : Aymric Kamega <>
Submitted on : Thursday, December 22, 2011 - 11:36:28 AM
Last modification on : Monday, October 19, 2020 - 11:04:29 AM
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Aymric Kamega. Outils théoriques et opérationnels adaptés au contexte de l'assurance vie en Afrique subsaharienne francophone - Analyse et mesure des risques liés à la mortalité. Gestion des risques [q-fin.RM]. Université Claude Bernard - Lyon I, 2011. Français. ⟨tel-00654549⟩

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