Teste de aderência para premissas demográficas: aplicação para tábuas de entrada em invalidez

Abstract

Among the demographic assumptions estimated in the actuarial evaluation of RPPS, invalidity is one of the most difficult to define, due to the rarity of this event, because, due to the few occurrences, a small change in the number of events entails a large variation in the number of events. Relative quantities and, consequently, their probabilities. The purpose of this study is to verify if the Mean Squared Relative Deviation test, as pointed out by Pinheiro (2007) as adequate to estimate demographic assumptions, is sufficient to estimate the premise of disability entry. Therefore, we used hypothetical populations of different sizes, created from random data simulations, on which the numbers of invalidity occurrences were simulated, based on invalidity entry tables. It was then applied to the DQM test and verified how well such a test is correct to correctly indicate the table used to generate the random deaths. Due to the great variability observed in the results, it was not possible to identify a trend of test behavior in the different population sizes. Despite this, it has been found that it does better to estimate this premise in populations that are more likely to be disabled.