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Title:	死亡率模型之改善―以Lee-Carter與Reduction Factor模型為例
Authors:	王佩文
Contributors:	黃泓智王佩文
Keywords:	長壽風險死亡率模型 Reduction Factor Lee-Carter
Date:	2007
Issue Date:	2016-05-06 16:38:23 (UTC+8)
Abstract:	回顧二十世紀的歷程，我們可以看到人類在壽命上的一大進步，認為壽命的延長是人類的最大勝利；但是此壽命延長現象卻視為未來社會中的最主要的挑戰與風險。台灣在1993年六十五歲以上的老年人口比例已突破7%，正式步入聯合國所定義的「高齡化社會」，也正式面臨長壽風險（Longevity Risk）的問題。人口老化所帶來的衝擊，不只是提高工作人口的負擔，它同時也增加政府的養老給付和醫療保險支出，影響社會經濟安全，因此對於未來人口推估的死亡率模型所扮演角色日益重要。本研究以移動平均法和主成分分析兩種不同方式討論不同國家的死亡率變化情形，而後分析廣為人所用的Lee-Carter模型及Reduction Factor模型不足之處，並針對此兩模型不完善部分加以調整改進，建構出適合台灣死亡率的預測模型。
Reference:	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. Continuous Mortality Investigation Report No.15(2005), Institute of Actuaries and Faculty of Actuaries. Continuous Mortality Investigation Report No.25(2007), Institute of Actuaries and Faculty of Actuaries. Carter, L. R. and Lee, R. D. (1992), Modeling and forecasting U.S. mortality, Journal of the American Statistical Association, 87(419): 659-675. 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. Renshaw, A.E., and Haberman, S., 2003. On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics, vol. 32, pp. 379-401. 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.
Description:	碩士國立政治大學風險管理與保險研究所 94358009
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0094358009
Data Type:	thesis
Appears in Collections:	[Department of Risk Management and Insurance] Theses

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