Executive branch federal civil servant mortality by sex and educational level - 1993/2014

ABSTRACT Life tables have been elaborated throughout much of human history. However, the first life table to use actuarial concepts was only constructed in 1815 by Milne for the city of Carlisle in England. Since then, numerous tables have been elaborated for different regions and countries, due to their crucial importance for analyzing various types of problems covering a vast range of possibilities, from actuarial studies to forecasting and evaluating demands in order to define public policies. The most common problem nowadays in an actuarial calculation is choosing a suitable table for a given population. Brazil has few specific tables for the pensions market and has been using imported tables that refer to other countries, with different cultures and different mortality experiences. Using data from the Integrated Human Resource Administration System, this table constructs life tables for Executive branch federal civil servants for the period from 1993 to 2014, disaggregated for sex, age, and educational level (high school and university). The international literature has recognized differences in mortality due to sex, socioeconomic differences, and occupation. The creation of the Complementary Pension Foundation for Federal Public Servants in 2013 requires specific mortality tables for this population to support actuarial studies, healthcare, and personnel policies. A mathematical equation is fitted to the data. This equation can be broken down into infant mortality (not present in the data), mortality from external causes, and mortality from senescence. Recent results acknowledging an upper limit for old age mortality are incorporated into the adjusted probabilities of death. Assuming a binomial distribution for deaths, the deviance was used as a figure of merit to evaluate the goodness of fit of the observed data both to a set of tables used by the insurance/pensions market and to the adjusted tables.

摘要 生命表（life tables）的构建贯穿人类历史的大部分时期。不过，首个运用精算概念的生命表直至1815年才由米尔恩为英国卡莱尔市编制完成。自此之后，鉴于生命表在分析各类问题上的关键价值——其可覆盖从精算研究、需求预测与评估到公共政策制定等广阔领域的多样场景——不同地区与国家陆续编制了大量生命表。当前精算计算中最常见的问题之一，便是为特定人群选取适配的生命表。巴西养老市场可用的专属生命表数量极少，长期以来一直沿用源自其他国家的进口生命表，而这些国家的文化与死亡经历均与巴西存在差异。本研究依托综合人力资源管理系统（Integrated Human Resource Administration System）的数据，为1993年至2014年间的联邦行政部门文职人员编制了生命表，并按性别、年龄及教育水平（高中与大学学历）进行细分。国际学界已证实，死亡率存在性别、社会经济地位与职业层面的差异。2013年联邦公职人员补充养老基金的设立，亟需针对该人群的专属死亡生命表，以支撑精算研究、医疗保健与人事政策制定工作。研究人员为数据集拟合了一条数学方程，该方程可拆解为婴儿死亡率（数据中未涵盖该部分）、外因死亡率与衰老死亡率三类。本次研究纳入了近期关于老年死亡率存在上限的研究成果，将其融入死亡概率的校正模型中。本研究假设死亡数服从二项分布（binomial distribution），以偏差度（deviance）作为评价指标，分别评估观测数据与保险/养老市场通用生命表集合、校正后生命表的拟合优度（goodness of fit）。