SubjectsSubjects(version: 945)
Course, academic year 2023/2024
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Demography - NMFP462
Title: Demografie
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2023
Semester: summer
E-Credits: 3
Hours per week, examination: summer s.:2/0, Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Additional information: https://dl1.cuni.cz/course/view.php?id=9436
Guarantor: RNDr. Lucie Mazurová, Ph.D.
Class: M Mgr. FPM
M Mgr. FPM > Volitelné
Classification: Mathematics > Financial and Insurance Math.
Incompatibility : NMFM461
Interchangeability : NMFM461
Is incompatible with: NMFM461
Is interchangeable with: NMFM461
Annotation -
Last update: doc. RNDr. Martin Branda, Ph.D. (13.12.2020)
Population theory. Stationary and stable population. Model of a random lifetime. Mortality rate. Construction of life tables. Dynamic mortality modeling.
Aim of the course -
Last update: RNDr. Jitka Zichová, Dr. (01.06.2022)

The aim of the subject is to inform students about practice of the quantitative analysis of characteristics of human populations, especially of the mortality, to make a survey of methods of decrement tables construction, to explain the interpretation of such tables and their association with mathematical models.

Literature -
Last update: doc. RNDr. Martin Branda, Ph.D. (13.12.2020)

R.L. Brown: Introduction to the Mathematics of Demography. ACTEX Publications, 1991.

B. Benjamin, J.H. Pollard: The Analysis of Mortality and Other Actuarial Statistics. Institute of Actuaries and the Faculty of Actuaries, 1993.

E. Pitacco, M. Denuit, S. Haberman, A. Olivieri: Modelling Longevity Dynamics for Pensions and Annuity Business. Oxford University Press, 2009.

Teaching methods -
Last update: RNDr. Jitka Zichová, Dr. (01.06.2022)

Lecture.

Syllabus -
Last update: RNDr. Lucie Mazurová, Ph.D. (13.12.2020)

1. Models of population growth. Stationary and stable population. Lotka theorem.

2. Model of a random lifetime.

3. General and specific death rate. Probability of death. Initial and central exposed to risk. Infant mortality. Mortality at high ages.

4. Intensity of mortality. Gomperz-Makeham and other laws of mortality.

5. Graduation methods. Life table construction.

6. Select tables. Generation tables.

7. Lee-Carter model and related dynamic mortality models.

Entry requirements - Czech
Last update: RNDr. Lucie Mazurová, Ph.D. (15.02.2023)

Základy analýzy funkcí jedné reálné proměnné - derivace, integrál. Základy teorie pravděpodobnosti - rozdělení náhodné veličiny, momenty.

 
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