Publication: Modelo actuarial de la medida del impacto del cambio climático en los riesgos de mortalidad y longevidad
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2022-06-14
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Abstract
Este trabajo presenta la primera investigacion desde el punto de vista actuarial sobre el impacto del cambio climatico en los riesgos de mortalidad y longevidad en España.
En primer lugar, se prueba que el cuantil 0.95 muestra una tendencia mas elevada que los cuantiles inferiores y que es precisamente el que mejor captura la relación con la mortalidad. Este estudio se ha llevado a cabo con una elevada granularidad de los datos (a nivel regional) y ha demostrado diferencias entre las regiones en cuanto a la exposición de su mortalidad al cambio climático. Sin embargo, no se ha encontrado evidencia de que la disminución del frio este ligada con la longevidad. Además de ampliar el conocimiento sobre el cambio climático y de proponer una nueva medida, este trabajo cuantifica cuanto puede verse afectada la mortalidad de los grupos de edad mas elevados ante un incremento de la temperatura tanto en el corto como en el largo plazo. De este modo, se relaciona el mismo con las Tablas PASEM 2020 y con Solvencia II.
This thesis presents the first actuarial research of the impact of climate change in mortality and longevity risks within Spain. Firstly, quantile 0.95 of the annual temperature is proved to grow faster than lower quantiles. This quantile also demonstrates a greater relationship with the mortality index of the Lee-Carter model than any other temperature measure. This study which has been carried out with a high degree of granularity (region levels) has shown differences between regions regarding how their mortality is exposed to climate change, but its longevity did not show a significant relationship. Beyond extending the scope of climate change knowledge on mortality in Spain by introducing a new variable, this thesis quantifies the effect of climate change on elderly mortality rates both in the short and long term. Finally, results are linked to Spanish current mortality tables and Solvency II.
This thesis presents the first actuarial research of the impact of climate change in mortality and longevity risks within Spain. Firstly, quantile 0.95 of the annual temperature is proved to grow faster than lower quantiles. This quantile also demonstrates a greater relationship with the mortality index of the Lee-Carter model than any other temperature measure. This study which has been carried out with a high degree of granularity (region levels) has shown differences between regions regarding how their mortality is exposed to climate change, but its longevity did not show a significant relationship. Beyond extending the scope of climate change knowledge on mortality in Spain by introducing a new variable, this thesis quantifies the effect of climate change on elderly mortality rates both in the short and long term. Finally, results are linked to Spanish current mortality tables and Solvency II.
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Mortality Risk, Longevity Risk, Climate change, Lee Carter, Environmental Econometrics, Forecasting