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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/34176


    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
    Chang, S.C., 1998. Using Parametric Statistical Models to Estimate Mortality Structure: The Case of Taiwan, Journal of Actuarial Practice, pp. 197-219.
    Continuous Mortality Investigation Report No.10(1990), Institute of Actuaries and Faculty of Actuaries.
    Continuous Mortality Investigation Report No.17(1999), Institute of Actuaries and Faculty of Actuaries.
    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:[Department of Risk Management and Insurance] Theses

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