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政大典藏 > College of Commerce > Department of Statistics > Periodical Articles > Item 140.119/140177

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/140177

Title:	Cancer Insurance Longevity Risk Management - A Natural Hedging Approach
Authors:	余清祥 Yue, Jack C. 蘇眞慧 Su, Karen C.
Contributors:	統計系
Keywords:	Cancer insurance;longevity risk;natural hedging;mortality improvement;National Health Insurance Database 癌症保險;長壽風險;自然避險;死亡率改善;全民健保資料庫
Date:	2022-03
Issue Date:	2022-05-30 16:01:36 (UTC+8)
Abstract:	This study proposes a natural hedging approach to mitigate the longevity risk of long-term cancer insurance policies. The incidence of cancer is increasing in Taiwan. Conversely, the mortality rates of cancer patients are decreasing with time, making natural hedging a possible solution in dealing with the longevity risk of cancer insurance. We use the claim data from Taiwan’s National Health Insurance Database to estimate the trend in cancer incidence rates and post-cancer mortality rates. We demonstrate how the natural hedging strategy can be applied to life insurers’ longevity risk management about cancer insurance by arranging the benefits. 台灣癌症發生率逐年上升，造成商業癌症保險理賠率惡化；相反地，罹癌後死亡率則逐年遞減，使得自然避險成為減輕長壽風險衝擊的可行對策之一。本研究利用全民健保資料庫的就醫紀錄估計癌症發生率和罹癌後死亡率的長期趨勢，透過不同保險給付內容的設計，將自然避險應用於壽險公司長期癌症保險之長壽風險管理。
Relation:	Journal of Financial Studies, 30(1), 33-56
Data Type:	article
DOI link:	http://dx.doi.org/10.6545/JFS.202203_30(1).0002
DOI:	10.6545/JFS.202203_30(1).0002
Appears in Collections:	[Department of Statistics] Periodical Articles

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