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    Title: 台灣人口死亡率模型之探討: Reduction Factor模型的實證研究
    Authors: 許鳴遠
    Contributors: 黃泓智
    許鳴遠
    Keywords: 延壽風險
    死亡率模型
    Reduction Factor
    Date: 2005
    Issue Date: 2009-09-18
    Abstract: 隨著醫療的普及與生活品質的改善,人類的死亡率持續的下降。壽命的延長是人們夢寐以求的理想,但是隨著壽命延長,人類隨之要面臨許多衍生而來的問題,諸如退休規劃、醫療照顧等問題。面臨延壽風險的問題,現行最急迫的課題莫過於探討人口死亡率預測模型。對於死亡率預測的模型,國外已有相當多的研究,近年來也看到國內有許多學者紛紛投入死亡率的研究,由於目前英國實務上所使用Reduction Factor模型,在國內尚無相關的研究,故本文以Reduction Factor模型為基礎,並透過與Lee-Carter模型的比較與各國死亡率資料的驗證,進一步加以改善並建構出適用於台灣地區死亡率預測的模型,以作為往後用來衡量延壽風險的依據。
    Reference: 英文部分
    Blaschke, E., 1923. Sulle tavole di mortalita" variabili col tempo. Giornale di Matematica, Finanziaria 5, pp.1-31
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    Cramer, H., and Wold, H., 1935. Mortality variations in Sweden: a study in graduation and forecasting, Skandinavisk Aktuarietidskrift 18, pp. 164-241.
    Davidson, A.R., and Reid, A.R., 1927. On the calculation of rates of mortality. Transactions of the Faculty of Actuaries 11(105), pp. 183-232.
    Ermanno Pitacco, 2004. Survival models in a dynamic context: a survey, Insurance: Mathematics and Economics, vol. 35, pp. 279-298.
    Lee, R.D., and Carter, L.R.,1992. Modeling and forecasting mortality U.S. mortality. Journal of the American Statistical Association 87 (14), pp. 659-675.
    Olivieri, A., 2001. Uncertainty in mortality projections: an actuarial perspective. Insurance: Mathematics and Economics, vol. 29(2), pp. 231-245.
    Renshaw, A.E., and Haberman, S., 2003. On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics, vol. 32, pp. 379-401.
    Willets, R.C., and Gallop, A.P., 2004. Longevity in the 21st Century. British Actuarial Journal, Volume 10, Number 4, 2004, pp. 685-832.
    Sithole, T.Z., Haberman, S., and Verrall, R.J., 2000. An investigation into parametric models for mortality projections, with applications to immediate annuitants’ and life office pensioners’ data. Insurance: Mathematics and Economics, vol. 27, pp. 285-312.
    Yue, C.J., 2002. Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries. Journal of Population Studies, vol.24, pp. 33-57.
    中文部分
    林麗芬(1996),台灣生命死力之混合存活參數模型—老年經濟安全制度之建立,保險專刊,44期,第165-179頁
    林麗芬、強燕明(2005),凌波理論於死亡率改善幅度之預測,逢甲大學統計與精算研究所碩士論文
    余清祥(1997),修勻:統計在保險的應用,台北:雙葉書廊
    余清祥(2002),死亡率的降低對於退休金純保費的影響:台灣地區的實証研究,壽險季刊,125期,第9-20頁
    余清祥、曾奕翔(2005),Lee-Carter模型分析:台灣地區死亡率推估之研究,2005年台灣人口學會學術研討會論文
    陳政寬、劉正、涂肇慶(1999),出生時平均餘命的長期趨勢分析:台灣與日本,台灣社會學研究,第87-114頁
    黃泓智、余清祥、劉明昌(2004),台灣地區重大傷病醫療費用推估,人口學刊,第29期,35-70頁
    Description: 碩士
    國立政治大學
    風險管理與保險研究所
    93358021
    94
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0933580211
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系] 學位論文

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