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題名 婚姻與死亡率－優體生命表
Constructing Life Tables by Marital status in Taiwan
作者 蔡乙瑄
貢獻者 余清祥
蔡乙瑄
關鍵詞 婚姻
死亡率
修勻
優良體保險
Lee-Carter模型
Marital status
Mortality
Graduation
Preferred Risk Insurance
Lee-Carter model
日期 2012
上傳時間 22-Jul-2013 11:18:39 (UTC+8)
摘要 婚姻是人類社會中重要的制度之一，人們認為經由分工合作與互相照顧可讓夫妻雙方獲得安穩的生活以及良好的身心狀況，而擁有較長的壽命。許多研究已經證實已婚者的死亡率比較低，但過去實證所使用的資料多以抽樣為主，而少以整個國家的統計資料為依據，本研究使用內政部的台灣地區婚姻別人口統計資料（1994年到2011年15歲到99歲五齡組），把婚姻狀況分為未婚、有偶、離婚喪偶三種類別，檢視近年來各婚姻別的死亡率。由於死亡率是壽險商品定價中的重要因子，本研究欲嘗試以不同方法修勻，找出適合婚姻別死亡率的修勻方式，並編算婚姻別生命表，而後試算不同保險商品的保費，藉由比較費率差異進一步探討以婚姻作為優良體保險的可行性。另外，本研究也利用Lee-Carter模型計算近15年各婚姻別的死亡改善率，探討死亡率的變化趨勢。
研究結果顯示在預定利率為3%的假設下，有偶男性在終身壽險的保費可比整體便宜約4%到8%；有偶女性的折扣比例稍低，約為4%到6%。定期壽險受到婚姻別死亡率的影響最大，有偶男性的純保費折扣可以從9%到41%；有女偶性的優惠也有14%到34%，比例相當高。另外，由Lee-Carter模型的結果可以看到，有偶死亡率逐年下降，即使與整體死亡率相比，其改善程度也較佳（男性60歲後除外），由此可見，有偶死亡率與整體死亡率差距將日趨擴大。台灣近年來的統計資料相當完整，未來隨著資料的累積，婚姻與死亡率之間的關聯將更為明確，婚姻別生命表也將成為壽險業訂定費率的重要工具。
Marriage is one of important institutions in the human society. People think that the couple can obtain a stable life, good physical and mental condition through division of labor, in addition to living longer. Many studies showed that the married mortality is lower than those of other marital status, but most of them used the sample data rather than population data. In this study, we use Taiwan population data provided by Ministry of the Interior to explore if the married have lower mortality rates. The data used are of the period 1994~2011, in the format of 5-age group between ages 0 and 99), and are divided according to three marital status: single, married, and divorced/widowed. We shall first construct the life table by marital status. Then, we evaluate if it is feasible to consider the marital status as a risk factor in pricing life insurance products. Furthermore, we use the Lee-Carter model to calculate the mortality improvement for various marital status.
From Taiwan’s mortality data, we found that, given 3% of interest rate and comparing to the whole population, the married male and female have 4%~8% and 4% of discounts for whole life insurance, and 9%~41% and 14%~34% of discounts for term life insurance. Applying the Lee-Carter model, we found that the married in general have better mortality improvement than the whole Taiwan population. If these trends of mortality improvements continue, the gap of mortality rates between the married and other marital status will be bigger in the future. In other words, the marital status can be chosen as a risk factor for modeling life insurance products.
參考文獻 一、中文部分
余清祥(1997)，"修勻：統計在保險上的應用"，雙葉書廊
余清祥(1998)，"婚姻能延長壽命嗎？－台灣與美國的實證資料研究"，壽險季刊， 107，91-104
余清祥、王信中、金碩(2011)，"小區域死亡推估之研究"，人口學刊，45，121-154
陳俊全、李美玲(1997)，"婚姻狀況對平均餘命的影響", 人口學刊，18，19-38
陳政勳、余清祥(2010)，"小區域人口推估研究：臺北市、雲嘉兩縣、澎湖縣的實證分析"，人口學刊，41，153–183
曹郁欣(2013)，"小區域生育率與人口推計研究"，碩士論文

二、英文部分
David, A. Weaver (2000). "The Accuracy of Survey-Reported Marital Status: Evidence from Survey Records Matched to Social Security Records", Demography, 37(3), 395-399.
Goldman, N. (1993). "Marriage Selection and Mortality Patterns: Inferences and Fallacies", Demography, 30(2), 189-208.
Goldman, N., Korenman, S., and Weinstein, R. (1995). "Marital Status and Health among the Elderly 1995", Social Science Medicine, 40(12), 1717-1730.
Hu, Y. and Goldman, N. (1990). "Mortality Differentials by Marital Status: An International Comparison", Demography, 27(2), 233-250.
Johnson, N.J., Backlund, E., Sorlie, P.D. and Loveless, C.A. (2000). "Marital Status and Mortality: The National Longitudinal Mortality Study", Annals of Epidemiology, 10(4), 224-238.
Lee, R. D. and Carter, L. R. (1992) "Modeling and Forecasting U.S. mortality", Journal of the American Statistical Association, 87, 659-765
Lillard, L. A. and Waite, L. J. (1995), "`Til Death Do Us Part: Marital Disruption and Mortality", The American Journal of Sociology, 100(5), 1131-1156.
Lillard, L. A. and Panis, C. W. A. (1996). "Marital Status and Mortality: The Role of Health", Demography, 33(3), 313-327.
Murphy, M., Grundy, E., and Kalogirou, S. (2007). "The Increase in Martial Status Differences in Mortality Up to the Oldest Age in Seven European Countries, 1990-99", Population Studies, 61(3), 287-298.
Shurtleff, D. (1956). "Mortality Among the Married", Journal of the American Geriatrics Society.
Sheps, M. C. (1961). "Marriage and Mortality", American Journal of Public Health, 51, 547-55.
Trowbridge, C. L. (1994). "Mortality Rate by Marital Status", Transactions, Society of Actuaries, XLVI, 99-122.
描述 碩士
國立政治大學
風險管理與保險研究所
100358010
101
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0100358010
資料類型 thesis
dc.contributor.advisor 余清祥zh_TW
dc.contributor.author (Authors) 蔡乙瑄zh_TW
dc.creator (作者) 蔡乙瑄zh_TW
dc.date (日期) 2012en_US
dc.date.accessioned 22-Jul-2013 11:18:39 (UTC+8)-
dc.date.available 22-Jul-2013 11:18:39 (UTC+8)-
dc.date.issued (上傳時間) 22-Jul-2013 11:18:39 (UTC+8)-
dc.identifier (Other Identifiers) G0100358010en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/58941-
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) 100358010zh_TW
dc.description (描述) 101zh_TW
dc.description.abstract (摘要) 婚姻是人類社會中重要的制度之一，人們認為經由分工合作與互相照顧可讓夫妻雙方獲得安穩的生活以及良好的身心狀況，而擁有較長的壽命。許多研究已經證實已婚者的死亡率比較低，但過去實證所使用的資料多以抽樣為主，而少以整個國家的統計資料為依據，本研究使用內政部的台灣地區婚姻別人口統計資料（1994年到2011年15歲到99歲五齡組），把婚姻狀況分為未婚、有偶、離婚喪偶三種類別，檢視近年來各婚姻別的死亡率。由於死亡率是壽險商品定價中的重要因子，本研究欲嘗試以不同方法修勻，找出適合婚姻別死亡率的修勻方式，並編算婚姻別生命表，而後試算不同保險商品的保費，藉由比較費率差異進一步探討以婚姻作為優良體保險的可行性。另外，本研究也利用Lee-Carter模型計算近15年各婚姻別的死亡改善率，探討死亡率的變化趨勢。
研究結果顯示在預定利率為3%的假設下，有偶男性在終身壽險的保費可比整體便宜約4%到8%；有偶女性的折扣比例稍低，約為4%到6%。定期壽險受到婚姻別死亡率的影響最大，有偶男性的純保費折扣可以從9%到41%；有女偶性的優惠也有14%到34%，比例相當高。另外，由Lee-Carter模型的結果可以看到，有偶死亡率逐年下降，即使與整體死亡率相比，其改善程度也較佳（男性60歲後除外），由此可見，有偶死亡率與整體死亡率差距將日趨擴大。台灣近年來的統計資料相當完整，未來隨著資料的累積，婚姻與死亡率之間的關聯將更為明確，婚姻別生命表也將成為壽險業訂定費率的重要工具。		zh_TW
dc.description.abstract (摘要) Marriage is one of important institutions in the human society. People think that the couple can obtain a stable life, good physical and mental condition through division of labor, in addition to living longer. Many studies showed that the married mortality is lower than those of other marital status, but most of them used the sample data rather than population data. In this study, we use Taiwan population data provided by Ministry of the Interior to explore if the married have lower mortality rates. The data used are of the period 1994~2011, in the format of 5-age group between ages 0 and 99), and are divided according to three marital status: single, married, and divorced/widowed. We shall first construct the life table by marital status. Then, we evaluate if it is feasible to consider the marital status as a risk factor in pricing life insurance products. Furthermore, we use the Lee-Carter model to calculate the mortality improvement for various marital status.
From Taiwan’s mortality data, we found that, given 3% of interest rate and comparing to the whole population, the married male and female have 4%~8% and 4% of discounts for whole life insurance, and 9%~41% and 14%~34% of discounts for term life insurance. Applying the Lee-Carter model, we found that the married in general have better mortality improvement than the whole Taiwan population. If these trends of mortality improvements continue, the gap of mortality rates between the married and other marital status will be bigger in the future. In other words, the marital status can be chosen as a risk factor for modeling life insurance products.		en_US
dc.description.tableofcontents 第壹章 緒論 1
第一節 研究動機及目的 1
第二節 研究架構 3
第貳章 文獻回顧 5
第參章 資料說明與研究方法介紹 8
第一節 資料說明 8
第二節 修勻方法 9
第三節 保費精算公式 17
第四節 Lee-Cater模型之配適 18
第肆章 實證分析 20
第一節 婚姻別死亡率比較 20
第二節 修勻結果 24
第伍章 實務應用 28
第一節 壽險保費之估算 28
第二節 死亡改善率 33
第陸章 結論與建議 39
第一節 研究結論 39
第二節 後續研究建議 41
參考文獻 43
附錄一 壽險保費之估算 45
附錄二 死亡改善率 54		zh_TW
dc.format.extent 1357449 bytes-
dc.format.mimetype application/pdf-
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0100358010en_US
dc.subject (關鍵詞) 婚姻zh_TW
dc.subject (關鍵詞) 死亡率zh_TW
dc.subject (關鍵詞) 修勻zh_TW
dc.subject (關鍵詞) 優良體保險zh_TW
dc.subject (關鍵詞) Lee-Carter模型zh_TW
dc.subject (關鍵詞) Marital statusen_US
dc.subject (關鍵詞) Mortalityen_US
dc.subject (關鍵詞) Graduationen_US
dc.subject (關鍵詞) Preferred Risk Insuranceen_US
dc.subject (關鍵詞) Lee-Carter modelen_US
dc.title (題名) 婚姻與死亡率－優體生命表zh_TW
dc.title (題名) Constructing Life Tables by Marital status in Taiwanen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 一、中文部分
余清祥(1997)，"修勻：統計在保險上的應用"，雙葉書廊
余清祥(1998)，"婚姻能延長壽命嗎？－台灣與美國的實證資料研究"，壽險季刊， 107，91-104
余清祥、王信中、金碩(2011)，"小區域死亡推估之研究"，人口學刊，45，121-154
陳俊全、李美玲(1997)，"婚姻狀況對平均餘命的影響", 人口學刊，18，19-38
陳政勳、余清祥(2010)，"小區域人口推估研究：臺北市、雲嘉兩縣、澎湖縣的實證分析"，人口學刊，41，153–183
曹郁欣(2013)，"小區域生育率與人口推計研究"，碩士論文

二、英文部分
David, A. Weaver (2000). "The Accuracy of Survey-Reported Marital Status: Evidence from Survey Records Matched to Social Security Records", Demography, 37(3), 395-399.
Goldman, N. (1993). "Marriage Selection and Mortality Patterns: Inferences and Fallacies", Demography, 30(2), 189-208.
Goldman, N., Korenman, S., and Weinstein, R. (1995). "Marital Status and Health among the Elderly 1995", Social Science Medicine, 40(12), 1717-1730.
Hu, Y. and Goldman, N. (1990). "Mortality Differentials by Marital Status: An International Comparison", Demography, 27(2), 233-250.
Johnson, N.J., Backlund, E., Sorlie, P.D. and Loveless, C.A. (2000). "Marital Status and Mortality: The National Longitudinal Mortality Study", Annals of Epidemiology, 10(4), 224-238.
Lee, R. D. and Carter, L. R. (1992) "Modeling and Forecasting U.S. mortality", Journal of the American Statistical Association, 87, 659-765
Lillard, L. A. and Waite, L. J. (1995), "`Til Death Do Us Part: Marital Disruption and Mortality", The American Journal of Sociology, 100(5), 1131-1156.
Lillard, L. A. and Panis, C. W. A. (1996). "Marital Status and Mortality: The Role of Health", Demography, 33(3), 313-327.
Murphy, M., Grundy, E., and Kalogirou, S. (2007). "The Increase in Martial Status Differences in Mortality Up to the Oldest Age in Seven European Countries, 1990-99", Population Studies, 61(3), 287-298.
Shurtleff, D. (1956). "Mortality Among the Married", Journal of the American Geriatrics Society.
Sheps, M. C. (1961). "Marriage and Mortality", American Journal of Public Health, 51, 547-55.
Trowbridge, C. L. (1994). "Mortality Rate by Marital Status", Transactions, Society of Actuaries, XLVI, 99-122.		zh_TW