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The impact of Covid-19 on the mortality of the Belgian population

Turcksin, Cédric
(2022)

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Turcksin_22491500_2022.pdf
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Turcksin_22491500_2022_Annexe1.zip
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Details

Supervisors
Hainaut, Donatien ; Antunes Mendes, Julien
Faculty
Faculté des sciences
Degree label
Master [120] en sciences actuarielles, à finalité spécialisée
Abstract
The aim of this master thesis is to study the impact of Covid-19 on the mortality of the Belgian population for the year 2020.More specifically, we will see how Covid-19 influences the calibration of a stochastic mortality model such as the Lee-Carter and his extension to a multi-population model. We will also discuss the effect of the pandemic on the projection method used and how we can use this event to incorporate future pandemics into the projection method. We will use a total of 6 different projection methods such as the basic random walk scheme with drift, a method we will call "deformation of the curve" and a projection method with permanent and transitory jump effects with two different statistical distributions for the jumps. The impacts of the pandemic on life expectancy and on the single premium of a life annuity are also discussed.