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Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/34176
DC FieldValueLanguage
dc.contributor.advisor黃泓智zh_TW
dc.contributor.author許鳴遠zh_TW
dc.creator許鳴遠zh_TW
dc.date2005en_US
dc.date.accessioned2009-09-18-
dc.date.available2009-09-18-
dc.date.issued2009-09-18-
dc.identifierG0933580211en_US
dc.identifier.urihttps://nccur.lib.nccu.edu.tw/handle/140.119/34176-
dc.description碩士zh_TW
dc.description國立政治大學zh_TW
dc.description風險管理與保險研究所zh_TW
dc.description93358021zh_TW
dc.description94zh_TW
dc.description.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。zh_TW
dc.description.tableofcontents第一章 前言 1\n第一節 研究動機與目的 1\n第二節 研究範圍與研究架構 3\n第二章 文獻探討與模型介紹 4\n第一節 文獻探討 4\n第二節 相關模型 5\n第三章 REDUCTION FACTOR模型之實證研究 9\n第一節 CMI原始RF模型之實證研究 9\n第二節 模型改良與驗證 12\n第四章 LEE-CARTER模型的比較 24\n第一節 LEE-CARTER模型的配適與預測 24\n第二節 RF模型與LEE-CARTER模型的比較 25\n第五章 各國資料實證結果 28\n第一節 各國死亡率資料 28\n第二節 各國配適與預測情形 28\n第六章 結論與建議 32\n第一節 結論 32\n第二節 建議 33zh_TW
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dc.language.isoen_US-
dc.source.urihttp://thesis.lib.nccu.edu.tw/record/#G0933580211en_US
dc.subject延壽風險zh_TW
dc.subject死亡率模型zh_TW
dc.subjectReduction Factoren_US
dc.title台灣人口死亡率模型之探討: Reduction Factor模型的實證研究zh_TW
dc.typethesisen
dc.relation.reference英文部分zh_TW
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dc.relation.referenceCramer, H., and Wold, H., 1935. Mortality variations in Sweden: a study in graduation and forecasting, Skandinavisk Aktuarietidskrift 18, pp. 164-241.zh_TW
dc.relation.referenceDavidson, 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.zh_TW
dc.relation.referenceErmanno Pitacco, 2004. Survival models in a dynamic context: a survey, Insurance: Mathematics and Economics, vol. 35, pp. 279-298.zh_TW
dc.relation.referenceLee, 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.zh_TW
dc.relation.referenceOlivieri, A., 2001. Uncertainty in mortality projections: an actuarial perspective. Insurance: Mathematics and Economics, vol. 29(2), pp. 231-245.zh_TW
dc.relation.referenceRenshaw, A.E., and Haberman, S., 2003. On the forecasting of mortality reduction factors. Insurance: Mathematics and Economics, vol. 32, pp. 379-401.zh_TW
dc.relation.referenceWillets, R.C., and Gallop, A.P., 2004. Longevity in the 21st Century. British Actuarial Journal, Volume 10, Number 4, 2004, pp. 685-832.zh_TW
dc.relation.referenceSithole, 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.zh_TW
dc.relation.referenceYue, 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.zh_TW
dc.relation.reference中文部分zh_TW
dc.relation.reference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zh_TW
dc.relation.reference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zh_TW
dc.relation.reference余清祥(1997)，修勻:統計在保險的應用，台北:雙葉書廊zh_TW
dc.relation.reference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zh_TW
dc.relation.reference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zh_TW
dc.relation.reference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zh_TW
dc.relation.reference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zh_TW
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