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題名：總體經濟變數對死亡率改善之實證研究
書刊名：保險專刊
作者：繆震宇 引用關係／田峻吉 引用關係／陳綉中
作者(外文)：Miao, Jerry C. Y.／Tien, Joseph J.／Chen, Shiou Chung
出版日期：2017
卷期：33:3
頁次：頁205-228
主題關鍵詞：死亡率；Lee-Carter模型；長壽風險；Mortality；Lee-Carter model；Longevity risk
原始連結：連回原系統網址new window
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估計人口死亡率是重要的課題，過去文獻常用Lee-Carter模型預測死亡率卻忽略總體經濟變數之影響。本文目的是加入Lee-Carter模型的死亡率指數kt後，探討總體經濟變數對死亡率之影響。採用20個OECD國家實證資料，結果發現在加入死亡率指數後，部分總體經濟變數：GDP成長率與失業率對死亡率仍具顯著影響。在個別國家迴歸結果，部分國家在加入死亡率指數kt後，總體經濟變數仍有解釋能力，但在高社會福利國家，總體經濟變數並不能解釋死亡率的波動。
To estimate the mortality rate is an important issue. While previous papers often use Lee-Carter Model to estimate the mortality rate, they ignore the impact of macro-economic variables on mortality estimation. The purpose of this study is to investigate the relationship between macro-economic variables, the κt obtained from Lee-Carter Model and the mortality rate. We use data of the 20 OECD countries. Empirical results show that some macro-economic variables such as GDP and unemployment rate have a significant effect on mortality for these 20 OECD countries. Specifically, the macro-economic variables remain explanatory on the mortality after incorporating the mortality index κt in some countries when regressed the 20 OECD countries separately. However, in high social welfare countries, all the macro-economic variables have no effect on the mortality.
期刊論文
1.Booth, H.、Maindonald, J.、Smith, L.(2002)。Applying Lee-Carter under Conditions of Variable Mortality Decline。Population Studies，56(3)，325-336。  new window
2.Brouhns, Natacha、Denuit, Michel、Vermunt, Jeroen K.(2002)。A Poisson log-bilinear regression approach to the construction of projected lifetables。Insurance: Mathematics and Economics，31(3)，373-393。  new window
3.Neumayer, E.(2004)。Recessions lower (some) mortality rates: evidence from Germany。Social Science and Medicine，58(6)，1037-1047。  new window
4.Debón, A.、Montes, F.、Puig, F.(2008)。Modelling and Forecasting Mortality in Spain。European Journal of Operational Research，189(3)，624-637。  new window
5.Koissi, M.-C.、Shapiro, A. F.、Högnäs, G.(2006)。Evaluating and Extending the Lee-Carter Model for Mortality Forecasting: Bootstrap Confidence Interval。Insurance: Mathematics and Economics，38(1)，1-20。  new window
6.Lundström, Hans、Qvist, Jan(2004)。Mortality Forecasting and Trend Shifts: An Application of the Lee-Carter Model to Swedish Mortality Data。International Statistical Review，72(1)，37-50。  new window
7.Brenner, M. H.(1971)。Economic changes and heart disease mortality。American Journal of Public Health，61(3)，606-611。  new window
8.Brenner, M. H.(1975)。Trends in alcohol consumption and associated illnesses: some effects of economic changes。Am. J. Public Health，65(12)，1279-1292。  new window
9.Brenner, M. H.(1979)。Mortality and the national economy. A review, and the experience of England and Wales, 1936-76。The Lancet，314(8142)，568-573。  new window
10.Denuit, Michel M.(2009)。An index for longevity risk transfer。Journal of Computational and Applied Mathematics，230，411-417。  new window
11.Gerdtham, U.-G.、Johannesson, M.(2005)。Business cycles and mortality: results from Swedish microdata。Social Science & Medicine，60(1)，205-218。  new window
12.Granados, J. A. Tapia、Ionides, E. L.(2008)。The reversal of the relation between economic growth and health progress: Sweden in the 19th and 20th centuries。Journal of Health Economics，27(3)，544-563。  new window
13.Granados, J. A. Tapia(2008)。Macroeconomic fluctuations and mortality in postwar Japan。Demography，45(2)，323-343。  new window
14.Granados, J. A. Tapia(2005)。Increasing mortality during the expansions of the US economy, 1900-1996。International Journal of Epidemiology，34(6)，1194-1202。  new window
15.Gerdtham, U.-G.、Ruhm, C. J.(2006)。Deaths rise in good economic times: Evidence from the OECD。Economics & Human Biology，4(3)，298-316。  new window
16.Junankar, P. N.(1991)。Unemployment and mortality in England and Wales: A preliminary analysis。Oxford Economic Papers，43，305-320。  new window
17.Hanewald, K.(2012)。Explaining mortality dynamics: The role of macroeconomic fluctuations and cause of death trends。North American Actuarial Journal，15，290-314。  new window
18.Granados, J. A. Tapia、Ionides, E. L.(2011)。Mortality and macroeconomic fluctuations in contemporary Sweden。European Journal of Population，27(2)，157-184。  new window
19.Svensson, Mikael、Kruger, Niclas A.(2012)。Mortality and economic fluctuations Evidence from wavelet analysis for Sweden 1800-2000。Journal of Population Economics，25，1215-1235。  new window
20.Lee, Ronald D.、Carter, Lawrence R.(1992)。Modeling and forecasting US mortality。Journal of the American Statistical Association，87(419)，659-671。  new window
21.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society，46(6)，1251-1271。  new window
22.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika，75(2)，335-346。  new window
23.Gompertz, Benjamin(1825)。On the Nature of the Function Expressive of the Law of Human Mortality, and on a New Mode of Determining the Value of Life Contingencies。Philosophical Transactions of the Royal Society of London，115，513-583。  new window
24.Renshaw, Arthur E.、Haberman, Steven(2006)。A Cohort-Based Extension to the Lee-Carter Model for Mortality Reduction Factors。Insurance: Mathematics and Economics，38(3)，556-570。  new window
25.Ruhm, Christopher J.(2000)。Are Recessions Good for Your Health?。The Quarterly Journal of Economics，115(2)，617-650。  new window
研究報告
1.Carter, L. R.、Prskawetz, A.(2001)。Examining Structural Shifts in Mortality Using the Lee-Carter Method。Rostock：Max Planck Institute for Demographic Research。  new window
2.Ruhm, C. J.(2006)。Macroeconomic conditions, health and government policy。  new window
圖書
1.Baltagi, Badi H.(2001)。Econometric Analysis of Panel Data。Chichester, New York：John Wiley & Sons。  new window
圖書論文
1.Lee, R.(1981)。Short-term variation: Vital rates, prices, and weather。The population history of England 1541-1971: A reconstruction。London：Edward Arnold。  new window
 
 
 
 
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