| dc.contributor.advisor | 黃泓智 | zh_TW |
| dc.contributor.author (Authors) | 王慧婷 | zh_TW |
| dc.creator (作者) | 王慧婷 | zh_TW |
| dc.date (日期) | 2009 | en_US |
| dc.date.accessioned | 8-Dec-2010 01:57:18 (UTC+8) | - |
| dc.date.available | 8-Dec-2010 01:57:18 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2010 01:57:18 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097358010 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/49032 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 風險管理與保險研究所 | zh_TW |
| dc.description (描述) | 97358010 | zh_TW |
| dc.description (描述) | 98 | zh_TW |
| dc.description.abstract (摘要) | 對於人口數不多的國家及地區，因為樣本數較少，死亡率的震盪較大，導致死亡率的估計值較不穩定。為解決此種問題，本研究以其他國家的死亡率資料輔助台灣，建構死亡率模型。首先，以群集分析方式選擇適合輔助台灣的國家，也就是死亡率性質相近之國家，本研究建議以死亡改善率做為主要的考量；其次，以主成分分析的方式分解多個國家死亡率，以負荷做為多個國家的共有係數，分數則是隨著資料和時間改變的變數，在研究結果中，5~6個成分個數即會有不錯的配適和預測效果，以五齡組死亡率配適模型為例，成分個數為6時，男性配適Lee-Carter模型全部國家的平均MAPE為5.40%，主成分分析則為4.13%，下降幅度將近24%，而Lee-Carter模型預測的整體MAPE為14.72%，主成分分析為12.22%，下降幅度約17%，因此主成分分析模型確實有明顯改善Lee-Carter模型。而和台灣死亡率性質相近的國家，主要選入歐洲國家，像是奧地利、法國、愛爾蘭、挪威和西班牙，除了法國和西班牙人口數分別為六千多萬和四千多萬的國家外，其餘三個國家人口數皆不超過一千萬，這說明人口數多寡或許不是輔助小地區建構死亡率模型的唯一重點，應選取適合的國家作為輔助用途。 | zh_TW |
| dc.description.tableofcontents | 目次 I圖次 III表次 VI第一章 緒論 1第一節 研究問題與背景 1第二節 研究目的 1第三節 研究架構 2第二章 文獻探討 3第一節 死亡率模型 3第二節 多資料的死亡率模型 8第三章 研究方法 11第一節 以群集分析選取國家 11第二節 以因素分析—主成分法分解死亡率 18第三節 模型比較標準 23第四章 研究結果 25第一節 單齡組死亡率(HMD資料) 26第二節 五齡組死亡率(HMD資料) 37第三節 五齡組死亡率模型之改良(HMD資料) 43第四節 台灣壽險經驗資料 52第五章 實證應用：保險商品的純保費比較 58第一節 終身壽險保險費的比較 59第二節 年金險保險費的比較 60第六章 結論與建議 61第一節 選取死亡率性質相近的國家 61第二節 死亡率模型之配適與預測 61第三節 實證應用結果 62參考文獻 63附錄一：各國死亡改善率圖 66附錄二：分數趨勢圖 70一、 七國單齡組分數趨勢圖(HMD資料) 70二、 五國家五齡組分數趨勢圖(HMD資料) 73三、 取對數後六國家五齡組分數趨勢圖(HMD資料) 76四、 台灣壽險經驗資料他國分數趨勢圖 79 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097358010 | en_US |
| dc.subject (關鍵詞) | 死亡率模型 | zh_TW |
| dc.subject (關鍵詞) | 主成分分析 | zh_TW |
| dc.subject (關鍵詞) | Lee-Carter模型 | zh_TW |
| dc.title (題名) | 以多個國家輔助單一國家建構死亡率模型—主成分分析之應用 | zh_TW |
| dc.title (題名) | Construct mortality model for a country with deficient data by multi-countries data —application of principal component analysis | en_US |
| dc.type (資料類型) | thesis | en |
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