政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/66214
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 113318/144297 (79%)
造访人次 : 51075680      在线人数 : 948
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻
    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/66214


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/66214


    题名: Mortality Compression and Longevity Risk
    作者: 余清祥
    Yue, Jack C.
    贡献者: 統計系
    关键词: Mortality Improvement;Longevity Risk;Mortality Compression;Graduation, Mortality Models
    日期: 2012.12
    上传时间: 2014-05-26 10:28:21 (UTC+8)
    摘要: Financial statements contain quantitative information and manager’s subjective evalua-tion of firm’s financial status. Using information released in U.S. 10-K filings. Both qualita-tive and quantitative appraisals are crucial for quality financial decisions. To extract such opinioned statements from the reports, we built tagging models based on the conditional ran-dom field (CRF) techniques, considering a variety of combinations of linguistic factors in-cluding morphology, orthography, predicate-argument structure, syntax, and simple seman-tics. Our results show that the CRF models are reasonably effective to find opinion holders in experiments when we adopted the popular MPQA corpus for training and testing. The contribution of our paper is to identify opinion patterns in multiword expressions (MWEs) forms rather than in single word forms. We find that the managers of corporations attempt to use more optimistic words to ob-fuscate negative financial performance and to accentuate the positive financial performance. Our results also show that decreasing earnings were often accompanied by ambiguous and mild statements in the reporting year and that increasing earnings were stated in assertive and positive way.
    Mortality improvements, especially of the elderly, have been a common phenomenon in many countries since the end of World War II, and many believe life expectancy will continue to increase. As a result, longevity risk becomes an essential component in designing annuity products, as overestimating mortality rates may result in financial insolvency for a life insurance company. Stochastic mortality models have been a popular choice for addressing this risk. However, the longevity predictions of these models are based on historical data and the predictions behave somewhat like extrapolation. But there are no guarantees that future longevity will follow historical trends.
    關聯: North American Actuarial Journal, 16(4), 434-448
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1080/10920277.2012.10597641
    DOI: 10.1080/10920277.2012.10597641
    显示于类别:[統計學系] 期刊論文

    文件中的档案:

    档案 大小格式浏览次数
    1101.pdf335KbAdobe PDF2924检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈