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題名:Cancer Insurance Longevity Risk Management--A Natural Hedging Approach
書刊名:財務金融學刊
作者:蘇眞慧 引用關係余清祥
作者(外文):Su, Karen C.Yue, Jack C.
出版日期:2022
卷期:30:1
頁次:頁33-56
主題關鍵詞:癌症保險長壽風險自然避險死亡率改善全民健保資料庫Cancer insuranceLongevity riskNatural hedgingMortality improvementNational health insurance database
原始連結:連回原系統網址new window
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  • 點閱點閱:5
期刊論文
1.Stevens, Ralph、De Waegenaere, Anja、Melenberg, Bertrand(2010)。Longevity risk in pension annuities with exchange options: The effect of product design。Insurance: Mathematics and Economics,46,222-234。  new window
2.Lin, Yijia、Cox, Samuel H.(2005)。Securitization of Mortality Risks in Life Annuities。Journal of Risk and Insurance,72(2),227-252。  new window
3.Dowd, Kevin、Blake, David、Cairns, Andrew J. G.、Dawson, Paul(2006)。Survivor Swaps。Journal of Risk and Insurance,73(1),1-17。  new window
4.Dowd, Kevin、Cairns, Andrew J. G.、Blake, David(2006)。Mortality-dependent financial risk measures。Insurance: Mathematics and Economics,38(3),427-440。  new window
5.Cox, Samuel H.、Lin, Yijia(2007)。Natural Hedging of Life and Annuity Mortality Risks。North American Actuarial Journal,11(3),1-15。  new window
6.Wang, Jennifer L.、Huang, Hong-Chih、Yang, Sharon S.、Tsai, Jeffrey T.(2010)。An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach。The Journal of Risk and Insurance,77,473-497。  new window
7.Blake, David、Burrows, William(2001)。Survivor Bonds: Helping to Hedge Mortality Risk。Journal of Risk and Insurance,68(2),339-348。  new window
8.Yue, Jack C.、Wang, Hsin-Chung、Leong, Yin-Yee、Su, Wei-Ping(2018)。Using Taiwan National Health Insurance Database to Model Cancer Incidence and Mortality Rates。Insurance: Mathematics and Economics,78,316-324。  new window
9.Gottlieb, Daniel、Mitchell, Olivia S.(2020)。Narrow Framing and Long-Term Care Insurance。Journal of Risk and Insurance,87(4),861-893。  new window
10.Jung, Kyu-Won、Won, Young-Joo、Kong, Hyun-Joo、Lee, Eun Sook(2019)。Cancer statistics in Korea: Incidence, mortality, survival, and prevalence in 2016。Cancer Research and Treatment,51,417-430。  new window
11.Levantesi, Susanna、Menzietti, Massimiliano(2012)。Managing longevity and disability risks in life annuities with long term care。Insurance: Mathematics and Economics,50,391-401。  new window
12.Levantesi, Susanna、Menzietti, Massimiliano(2018)。Natural hedging in long term care insurance。ASTIN Bulletin,48,233-274。  new window
13.Li, Nan、Lee, Ronald(2005)。Coherent mortality forecasts for a group of populations: An extension of the Lee-Carter method。Demography,42,575-594。  new window
14.Russolillo, Maria、Giordano, Giuseppe、Haberman, Steven(2011)。Extending the Lee-Carter model: A three-way decomposition。Scandinavian Actuarial Journal,2,96-117。  new window
15.Su, Karen C.、Yue, Jack C.(2021)。A synthesis mortality model for the elderly, effect。North American Actuarial Journal,25,457-481。  new window
16.Sun, Dianqin、Cao, Maomao、Li, He、He, Siri、Chen, Wanqing(2020)。Cancer burden and trends in China: A review and comparison with Japan and South Korea。Chinese Journal of Cancer Research,32,129-139。  new window
17.Villegas, Andrés M.、Kaishev, Vladimir K.、Millossovich, Pietro(2018)。StMoMo: An R package for stochastic mortality modeling。Journal of Statistical Software,84,1-38。  new window
18.Wong, Tat Wing、Chiu, Mei Choi、Wong, Hoi Ying(2017)。Managing mortality risk with longevity bonds when mortality rates are cointegrated。Journal of Risk and Insurance,84,987-1023。  new window
19.Wong, Andy、Sherris, Michael、Stevens, Ralph(2017)。Natural hedging strategies for life insurers: Impact of product design and risk measure。Journal of Risk and Insurance,84,153-175。  new window
20.Cairns, Andrew J. G.、Blake, David、Dowd, Kevin(2006)。A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration。Journal of Risk and Insurance,73(4),687-718。  new window
21.Lee, Ronald D.、Carter, Lawrence R.(1992)。Modeling and Forecasting U.S. Mortality。Journal of the American Statistical Association,87(419),659-671。  new window
22.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
圖書
1.Brown, Robert L.(1997)。Introduction to the Mathematics of Demography。ACTEX Publications。  new window
 
 
 
 
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