Farid Flici

Farid Flici
Centre for Research in Applied Economics for Development | CREAD · Department of Human Development and Social Economics

PhD
Senior Researcher

About

53
Publications
14,606
Reads
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73
Citations
Citations since 2017
27 Research Items
30 Citations
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201720182019202020212022202302468
201720182019202020212022202302468
201720182019202020212022202302468
Introduction
I'm an Actuary and I hold a PhD in Applied Statistics. I'm interested in studying and modeling mortality and longevity, the effect of ageing on retirement sustainability. Currently, I'm managing a research project on the future of Ageing, Longevity and Health in Algeria: Implications on social security and life insurance". I'm also interested in mortality data quality assessement and pension designing.
Additional affiliations
April 2012 - present
Centre for Research in Applied Economics for Development
Position
  • Researcher
September 2009 - July 2013
École nationale supérieure de statistique et d'économie appliquée
Position
  • Professor (Associate)
Description
  • Demographic Analysis, Micro-Economics of Insurance
Education
January 2012 - February 2017
September 2007 - July 2011
September 2001 - July 2006

Publications

Publications (53)
Conference Paper
De l'indépendance à nos jours, la population algérienne a gagné prés de 30 ans en espérance-vie à la naissance. Cette évolution était toutefois accompagnée par une évolution de la méthodologie d'estimation ainsi que la qualité des données. De ce fait, on ne peut analyser l'évolution d'un tel phénomène sans aborder la méthodologie ayant servi pour s...
Conference Paper
Résumé: La dynamique démographique de la population algérienne principalement marquée par des réductions importantes de la mortalité à tous les âges et les nouvelles contraintes du marché algérien des rentes viagères diminuent l’utilité des tables de mortalité statiques et accentue la nécessité d’utiliser les tables de mortalité prospectives pour...
Article
Full-text available
Introduction: Healthy life expectancy is a significant indicator for assessing a population's health status. It guides policymakers in designing efficient prevention strategies and global health programs. Furthermore, it enables comparisons of health status over time and space. Methods: This paper examines the recent evolution of healthy life expe...
Article
Full-text available
Background: No official estimates have been published regarding healthy life expectancy in Algeria, and chronic disease-free life expectancy in particular, despite their importance for assessing public health policy effectiveness and predicting social security expenditure. Aims: To estimate chronic disease-free life expectancy in Algeria and ana...
Article
Full-text available
Background: No official estimates have been published regarding healthy life expectancy in Algeria, and chronic disease-free life expectancy in particular, despite their importance for assessing public health policy effectiveness and predicting social security expenditure. Aims: To estimate chronic disease-free life expectancy in Algeria and analys...
Article
Full-text available
In Pay-As-You-Go systems, retirement benefits result from the multiplication of the reference wage by the contribution duration by an annuity rate. This formulation can undergo some adjustments to ensure sustainability within a changing environment. In this paper, we showed that the current contribution-benefit linkage might generate a large gap be...
Preprint
The implementation of mortality forecasting models requires the availability of a continuous mortality surface. In Algeria, the first life table based on civil records was constructed in 1977. At that time, the Office for National Statistics (ONS) could not ensure an annual publication of these life tables because of lack of data and technical expe...
Preprint
Using prospective life tables for pension plan managing and life annuities reserving is now a requisite especially in the context of developing countries where life expectancy keeps improving significantly. Algeria, as one of these countries, and is more than important to provide the life insurance sector with dynamic life tables for actuarial calc...
Technical Report
Full-text available
• Additionally to its continual growth, the Algerian population undergoes a rapid transformation in terms of age structure. • The ratio of the population at working age to that at retirement age was at 6.7 in 1966. It stood stable at around 8.75 from 1987 to 2008. • In 2021, this ratio has fallen below 6 for the first time in the history of indep...
Article
Full-text available
Mortality in Algeria has declined significantly since the country declared its independence in 1962. This trend has been accompanied by improvements in data quality and changes in estimation methodology, both of which are scarcely documented, and may distort the natural evolution of mortality as reported in official statistics. In this paper, our a...
Article
Full-text available
Mortality forecasting is much needed for population projections and actuarial calculations. Forecasting mortality of males and females in an independent way leads in most of cases to some incoherence regarding the expected male-female mortality evolution. To avoid a possible unrealistic convergence/divergence in this sense, a coherent mortality for...
Data
To cite this version: Flici, F. (2020). Multi-scenarios Population Projection for Algeria (Version 1) [Data file]. Retrieved from: https://github.com/Farid-FLICI/MS_pop_proj_dz The MS_PP_DZ_2020 provides projected population numbers by sex, age, scenario and year from 2017 to 2070. The projections were achieved using the Cohort-Component Method....
Article
Full-text available
Due to data unavailability or irregularity at old ages in developing countries, the model life tables are used to estimate old ages mortality. Such procedure is not supposed to provide country-specific estimates, especially when the model life tables are not correctly used. Thereby, extrapolating the old ages mortality based on the trend observed a...
Code
In this manual, we present a methodology of doing a multi-scenarios population projections for Algeria using R. The methodology used consists of the Cohort-Component Method. A detailled methodology of doing mono-scenario population projection in R was already presented in Flici (2020). Here, hortality Scenarios are de ned using the predictive inter...
Code
In this textbook, we are going to illustrate how to perform populations projections using the Cohort-Component Method using simple R functions and without using population projections speci c Packages such as popdemo. We use the Algerian population data for our case study. Then, we are going to show how to carry-out practical plots of population py...
Article
Full-text available
This paper analyzes the evolution of life expectancy in Algeria since Independence in 1962, using an epidemiological transition framework. The general transition trend was fitted with an S-logistic function, while a break-point analysis – including jumps – was performed to detect methodological changes and extreme event effects. Results show eviden...
Chapter
Full-text available
Maintaining retirement systems stability is nowadays a big challenge for all countries. Such sustainability is widely related to a set of time-varying elements that include population structure, longevity, employment, and affiliation to social security. For the case of Algeria, public retirement works according to the pay-as-you-go principle and eq...
Conference Paper
Full-text available
Civil status represents the main source of the data needed to estimate national life tables. One way to estimate the completeness of civil records is by a comparison to parallel sources of data, e.g., surveys data. Based on the survey data, the coverage rates of the civil registration system are estimated and used to correct the recorded numbers. I...
Research
Full-text available
Retirement PAYG systems work following a combination of two objectives which are not necessarily correlated: poverty alleviation and smoothing benefits to contribution. Between the two, retirement benefits are defined in function of the reference wage in, somehow, an arbitrary way which summarize a set of economic, political, cultural and social en...
Article
Full-text available
The aim of this paper is to construct prospective life tables adapted to the experience of Algerian retirees. Mortality data of the retired population are only available for the age interval [45,95[ and for the period from 2004 to 2013. The use of the conventional prospective mortality models is not supposed to provide robust forecasts given data l...
Presentation
Full-text available
Retirement PAYG systems work following a combination of two objectives which are not necessarily correlated: poverty alleviation and smoothing benefits to contribution. Between the two, retirement benefits are defined in function of the reference wage in, somehow, an arbitrary way which summarize a set of economic, political, cultural and social en...
Article
Full-text available
Les données de mortalité des retraités algériens ne sont pas disponibles pour des périodes suffisamment longues pour pouvoir y appliquer des modèles prospectifs de mortalité. Le positionnement de la mortalité d'expérience sur une référence externe est l'une des solutions techniques permettant de contourner le problème de données. Néanmoins cette mé...
Thesis
Full-text available
The role of pension plans in poverty reducing among the old population requires the intervention of governments to keep their long run nancial sustainability when the insurance mechanism tends to be failing. In this sense, Pay-As-You-Go pension schemes are the most sensitive pension schemes to longevity and aging e�ects. The worldwide population is...
Presentation
Evaluation of the Financial Sustainability of the Algerian pension system : a Perspective analysis of the 50 coming years
Presentation
Full-text available
Abstract The usefulness and the use of the life tables highlight the need tof precision in their construction. In this sense, Closing-out of life-tables has a great importance. Giving en the inefficiency of mortality data beyond a certain age, particularly in developing countries, the model life tables are an unavoidable solution for the estimation...
Article
Full-text available
Résumé : L’espérance de vie à la naissance de la population Algérienne ne cesse de realiser des améliorations considérables. Cette longévité combinée avec les nouvelles contraintes du marché algérien des rentes viagères ne fait que réduire l’utilité des tables de mortalité statiques et accentuent la nécessité d’utiliser les tables de mortalité pros...
Presentation
Full-text available
Mortality forecasting is much needed in population’s projections and actuarial prospective calculations. The independent single sex’s mortality forecasting leads in almost time to some incoherence regarding the expected male’s female’s mortality evolution. To avoid any unrealistic convergence or divergence in this sense, a coherent mortality foreca...
Research
Full-text available
Presented in the Colloquium of the International association of Actuaries (Oslo - 2015)
Research
Full-text available
Mémoire de Magister - Soutenu en Juillet 2011 à l'Ecole Nationale Supérieure de Statistique et d'Economie Appliquée (ex. INPS). Spécialité: Finance quantitative.
Article
The present paper aims to show the impact of continuous time calculation on life insurance pricing and reserving in the Algerian context. The discrete time approach allows insurance companies to facilitate calculation process but with less accuracy. This approach implies constancy of death quotients during a year. However, the death risk is a conti...
Conference Paper
Full-text available
ABSTRACT: The new data of the Algerian life insurance market imposes every participant to present more caution regarding funding especially for long-period contracts, such as life annuities. In this sense, choice of the life table is important. Our population is in demographic mutation characterized by a continuous extension of life expectancy and...
Conference Paper
Full-text available
Algerian life insurance market still little developed. The proposed formulas are unattractive. Much of subscriptions are due to the obligatory insurance: travel, securing bank credit…etc. Until 2006, it was not a distinction between life and non-life insurance. After 2006 [law 06-04 of 20th February 2006], insurance companies have been obliged to s...
Conference Paper
Full-text available
Abstract: The construction of prospective life tables, the population projections and the analysis of mortality evolution needs to make available continuous mortality surface. In Algeria, the first life table based on the civil registration data was been constructed in 1977. At that time, because of the shortage of data and experience, the life tab...
Conference Paper
The aim of the present paper is to show and quantify the impact of calculation in continuous time in matter of life insurance pricing and provisioning compared to discrete time calculation. The discrete approach allows insurance companies to facilitate calculation process but with less accuracy. This approach implies constancy of death quotients du...
Conference Paper
This paper's main objective is to highlight the principal steps that have marked the evolution of mortality in Algeria, from independency until now. The characteristics of this evolution will be discussed in more details, analysis by period, by age and sex. The analysis also takes into account the evolution of the coverage of the civil registration...
Conference Paper
Full-text available
Les nouvelles données du marché algérien de l’assurance –vie imposent à tout intervenant de présenter une certaine prudence en matière de provisionnement, notamment lorsqu’il s’agit de contrats de longues durées, et de rentes viagères en particulier. Dans ce sens, le choix de la table de mortalité est de grande importance. Notre population est en p...

Questions

Questions (5)
Question
We observe the event of death for a sample of individuals aged x (50 – 100 years) (Life insurance) during a year (t)
Objective : estimate the death rate at time (t) and age (x)
Data: Population and deaths
Population:  number of individual alive (aged x) by the end the year (t) all generated from the same cohort (g).
Deaths: The number of deaths occurred at the age (x) and time (t). These deaths don’t originate from the same cohorts. We can’t distinguish death by cohort (g or g-1)
We aim to estimate the population at risk for age x and time t corresonding to the observed deaths.
The problem: Some individuals enter late to the sample (Insurance subscription)
Questions: How to estimate the specific age death rate ?
How to do it with R? (Survival package and KMsurv) or other methods
find a simplist shemes in attachment
Question
A survey give us just the distribution of deaths by age. to extract a complete life table, we need the population structure for the same period, and we need also a Crude Death Rate, and we can not une CDR calculated on the global population for this issue. I remind that the objectif of this process is to compare the survey life table and the official life table. My idea was to suppose any CDR (near to the official CDR) and to compare the form of the two mortality curves (Survey Vs Official statistics) .
Is this process doable and does it lead to the attended results?
Question
For mortality forecasting using APC model (Renshaw and Haberman, 2005 or Currie, 2006) , we first estimate the 3 compenents: Age, time and Cohort effect. then, we forcast the time and Cohort effect in the future. For Time trend, we use ARMA or ARIMA models. The cohort trend is generally changing, so, we use only the recent observed trend.
Q1: how to select this time range ?
Q2: which forecasting technics to use?
Question
To fit mortality curve for ages from 0 to 80, I used Heligman-Pollard model with different fitting Criteria : LSE on ln(qx), Absolute Percentage Deviation, Absolute Percentage Squared Deviation (As in the original HP paper), but in final I got irregular errors whan we compare lower and higher ages?

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Projects

Projects (3)
Project
Maintaining the long term sustainability of social security (SS) schemes returns at evaluating the different risks that it covers and to predict their future evolutin. In this sense, longevity, aging and health are the main risk factors to be measured in order to strengthen the long term sustainability of the system. This project aims at modeling these risks within the Algerian context and to estimate the impact of their expected evolution on the sustainability of the Algeria social security system.
Project
- evaluate the effect of population ageing and longevity improvement (demographic factors) and the economic factors (work force participation, affiliation to social security);