ICIEOM2020_FULL_0008_37399
OPERATIONAL RESEARCH AS A TOOL FOR THE SELECTION OF MORTALITY TABLES: THE ACTUARIAL PROBLEM OF THE BRAZILIAN ARMED FORCES
ÁREA: 08. Managerial Economics
RESUMO:
The military of the Armed Forces are not subject to any social security regime, being supported by a specific social protection system, supported by the Union's budget forecast. For the correct measurement of costs with the veteran military and pensioners, it is necessary continuous study and monitoring of its actuarial forecasts. These, in turn, require the appropriate selection of the actuarial tables, to represent the sample of the population under analysis as faithfully as possible. The objective of this paper is to determine, among the main Goodness-of-Fit (GoF) tests disseminated in the academia, which is the best one to be applied for the selection of actuarial tables for use in the data of the military of the Brazilian Armed Forces. Consequently, making it possible to select the actuarial tables that present the best GoF for that population sample. The results indicate that the most favorable test for the studied population is the Kolmogorov-Smirnov test.
PALAVRAS-CHAVE:
actuarial table selection, goodness-of-fit tests, social security; armed forces.
DOI: 10.14488/ijcieom2020_full_0008_37399
RESUMO:
The military of the Armed Forces are not subject to any social security regime, being supported by a specific social protection system, supported by the Union's budget forecast. For the correct measurement of costs with the veteran military and pensioners, it is necessary continuous study and monitoring of its actuarial forecasts. These, in turn, require the appropriate selection of the actuarial tables, to represent the sample of the population under analysis as faithfully as possible. The objective of this paper is to determine, among the main Goodness-of-Fit (GoF) tests disseminated in the academia, which is the best one to be applied for the selection of actuarial tables for use in the data of the military of the Brazilian Armed Forces. Consequently, making it possible to select the actuarial tables that present the best GoF for that population sample. The results indicate that the most favorable test for the studied population is the Kolmogorov-Smirnov test.
PALAVRAS-CHAVE:
actuarial table selection, goodness-of-fit tests, social security; armed forces.
DOI: 10.14488/ijcieom2020_full_0008_37399
AUTORES:
LUIZ FREDERICO HORÁCIO DE S. DE B. TEIXEIRA
CENTRO DE ANÁLISES DE SISTEMAS NAVAIS (CASNAV)
CARLOS FRANCISCO SIMÕES GOMES
FLUMINENSE FEDERAL UNIVERSITY
MARCOS DOS SANTOS
BRAZILIAN NAVY
RONALDO CESAR EVANGELISTA DOS SANTOS
CENTRO DE ANÁLISES DE SISTEMAS NAVAIS (CASNAV)
IGOR PINHEIRO DE ARAÚJO COSTA
UNIVERSIDADE FEDERAL FLUMINENSE (UFF)
LUIZ FREDERICO HORÁCIO DE S. DE B. TEIXEIRA
CENTRO DE ANÁLISES DE SISTEMAS NAVAIS (CASNAV)
CARLOS FRANCISCO SIMÕES GOMES
FLUMINENSE FEDERAL UNIVERSITY
MARCOS DOS SANTOS
BRAZILIAN NAVY
RONALDO CESAR EVANGELISTA DOS SANTOS
CENTRO DE ANÁLISES DE SISTEMAS NAVAIS (CASNAV)
IGOR PINHEIRO DE ARAÚJO COSTA
UNIVERSIDADE FEDERAL FLUMINENSE (UFF)
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