學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

  • No doi shows Citation Infomation
題名 A Synthesis Mortality Model for the Elderly
作者 余清祥
Yue, Jack C.
蘇真慧
Su, Karen C.
貢獻者 統計系
關鍵詞 Longevity Risk; Relational Models; Stochastic Models; Mortality Projection; Mortality Improvement
日期 2018-11
上傳時間 12-Mar-2019 16:48:17 (UTC+8)
摘要 Mortality improvement has been a common phenomenon since the 20th century and the human longevity continues to prolong. Post-retirement life receives a lot of attention and the need for modelling mortality rates of the elderly (ages 65 and beyond) is essential because life expectancy has reached the highest level in history. Mortality models can be divided into two groups: relational and stochastic models, but there is no consensus which model is better in modelling the elderly’s mortality rates. In this study, instead of choosing either relational or stochastic models, we propose a synthesis model, selecting and modifying appropriate models from both groups, which not only has satisfactory estimation result but also can be used for mortality projection. We use the data from U.S., U.K., Japan, and Taiwan to evaluate the proposed approach (Data source: Human Mortality Database). We found that the proposed model performs well and is a possible choice for modelling the elderly’s mortality rates.
關聯 North American Actuarial Journal
資料類型 article
dc.contributor 統計系-
dc.creator (作者) 余清祥-
dc.creator (作者) Yue, Jack C.-
dc.creator (作者) 蘇真慧-
dc.creator (作者) Su, Karen C.-
dc.date (日期) 2018-11-
dc.date.accessioned 12-Mar-2019 16:48:17 (UTC+8)-
dc.date.available 12-Mar-2019 16:48:17 (UTC+8)-
dc.date.issued (上傳時間) 12-Mar-2019 16:48:17 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/122515-
dc.description.abstract (摘要) Mortality improvement has been a common phenomenon since the 20th century and the human longevity continues to prolong. Post-retirement life receives a lot of attention and the need for modelling mortality rates of the elderly (ages 65 and beyond) is essential because life expectancy has reached the highest level in history. Mortality models can be divided into two groups: relational and stochastic models, but there is no consensus which model is better in modelling the elderly’s mortality rates. In this study, instead of choosing either relational or stochastic models, we propose a synthesis model, selecting and modifying appropriate models from both groups, which not only has satisfactory estimation result but also can be used for mortality projection. We use the data from U.S., U.K., Japan, and Taiwan to evaluate the proposed approach (Data source: Human Mortality Database). We found that the proposed model performs well and is a possible choice for modelling the elderly’s mortality rates.-
dc.format.extent 1331822 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) North American Actuarial Journal-
dc.subject (關鍵詞) Longevity Risk; Relational Models; Stochastic Models; Mortality Projection; Mortality Improvement-
dc.title (題名) A Synthesis Mortality Model for the Elderly-
dc.type (資料類型) article-