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Title:	台灣壽險業死亡率及風險因子分析 Analysis of experience rates and risk factors for Taiwan life insurance industry
Authors:	高雲綺 Gao, Yun-Qi
Contributors:	余清祥高雲綺 Gao, Yun-Qi
Keywords:	壽險業經驗死亡率死亡率改善風險因子修勻小區域 Experience rates of life insurance industry Mortality improvement Risk factors Graduation Small area
Date:	2019
Issue Date:	2019-08-07 16:17:22 (UTC+8)
Abstract:	近年來，由於環境及醫療等因素的進步提高以及全民健康保險的開辦，台灣民眾的死亡率持續改善，平均餘命維持穩定上升。根據內政部統計處簡易生命表，2017年男女性平均餘命分別為77.27歲、83.68歲，較十年前（2007年）均增加了近兩歲。台灣每人持有近2.5張人身保險保單，但依然有1/3的民眾沒有購買人壽保險商品，換言之，購買壽險商品的人僅是全國人口的部分集合。因此，定期評估理賠資料與編算經驗生命表為必要的工作，避免低估或高估費率，保障消費者權益及保險業者永續經營，直接套用全體國民的國民生命表或簡易生命表並不適宜。第五回經驗生命表與第二回年金生命表的公佈至今已近十年，使用資料距今也超過十年，需要檢視費率是否適足，因此本文目標為探討壽險業經驗死亡率與現行生命表的差異。本文根據臺灣壽險業2002年至2016年的經驗資料，使用修勻等生命表編算方法，檢視近十餘年壽險業的銷售及發生率。分析發現保單張數在2011年前後有明顯變化，2011年後迅速增加，而新保單佔全體保單比例逐年降低，20年期以上保單佔比則逐年升高。另外，目前經驗死亡率明顯低於第五回經驗生命表的數值，年金險死亡率則與第二回年金生命表的數值間沒有太大差距。經驗死亡率也與公司規模有關，小型公司死亡率低於中型公司，大型公司死亡率最高，死亡率改善幅度則是小型公司高於大型公司，中型公司幾乎沒有改善。 Reducing mortality rates and prolonging life expectancy continue in Taiwan, due to the improvement of technology and environment, as well as employing new social insurance policies such as National Health Insurance. For example, according to the Taiwan Abridged Life Tables, the life expectancies of men and women are 77.27 and 83.68 in 2017, about 2 years more than those in 2007. On average, everyone in Taiwan has 2.5 policies of life insurance, but 1/3 of Taiwan population does not have any life insurance products. Thus, it is not adequate to directly apply the mortality rates of population life tables (complete or abridge tables) for Taiwan’s life insurance industry. The goal of this study is to evaluate the experience rates of life insurance policies, and in particular, we want to know whether it is necessary to renew the 2011 Taiwan Standard Ordinary (TSO) Table and the Second Annuity Table. In this study, we analyze Taiwan’s life insurance industry`s experience data from 2002 to 2016 for mortality evaluation. We found that the number of insurance policies has an obvious increase in 2011. However, the proportion of new policies decreases and that of multi-year (e.g. 20 years or more) policies increases with time. Also, the mortality rates of life insurance products are significantly lower than those in 2011 TSO, but those of annuity products are about the same as those in the Second Annuity Table. In addition, we found some risk factors, such as the company size, for the mortality rates of life insurance products. For example, the largest insurance companies have the highest mortality rates and they also have largest mortality improvement.
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Description:	碩士國立政治大學風險管理與保險學系 1063580311
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G1063580311
Data Type:	thesis
DOI:	10.6814/NCCU201900237
Appears in Collections:	[Department of Risk Management and Insurance] Theses

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