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題名：死亡率模型之比較：以臺灣資料為例
書刊名：人口學刊
作者：李永琮／劉議謙／宮可倫 引用關係
作者(外文)：Lee, Yung-tsung／Liu, I-chien／Kung, Ko-lun
出版日期：2019
卷期：58
頁次：頁1-37
主題關鍵詞：死亡率模型；非高斯分配；期間效果；Mortality models；Non-gaussian distributions；Period effects
原始連結：連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:28
  • 點閱點閱:5
期刊論文
1.Huang, Hong-Chih、Yue, Jack C.、Yang, Sharon S.(2008)。An Empirical Study of Mortality Models in Taiwan。Asia-Pacific Journal of Risk and Insurance，3(1)，150-164。  new window
2.Madan, D.、Seneta, E.(1990)。The variance gamma (V.G.) model for share market returns。Journal of Business，63(4)，511-524。  new window
3.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
4.O'Hare, Colin、Li, Youwei(2012)。Explaining Young Mortality。Insurance: Mathematics and Economics，50(1)，12-25。  new window
5.Wang, Chou-Wen、Huang, Hong-Chih、Liu, I-Chien(2011)。A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations。The Geneva Papers on Risk and Insurance--Issues and Practice，36(4)，675-696。  new window
6.Giacometti, R.、Ortobelli, S.、Bertocchi, M. I.(2009)。Impact of Different Distributional Assumptions in Forecasting Italian Mortality Rates。Investment Management and Financial Innovations，6(3)，186-193。  new window
7.Hainaut, D.、Devolder, P.(2008)。Mortality Modelling with Lévy processes。Insurance: Mathematics and Economics，42(1)，409-418。  new window
8.Madan, D. B.、Seneta, E.(1987)。Chebyshev Polynomial Approximations and Characteristic Function Estimation。Journal of the Royal Statistical Society Series B (Methodological)，49(2)，163-169。  new window
9.Jarque, Carlos M.、Bera, Anil K.(1980)。Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals。Economics Letters，6(3)，255-259。  new window
10.王信忠、余清祥(20111200)。規律折扣數列與高齡死亡率。人口學刊，43，37-70。new window  延伸查詢new window
11.Haberman, S.、Renshaw, A. E.(2009)。On Age-Period-Cohort Parametric Mortality Rate Projections。Insurance: Mathematics and Economics，45(2)，255-270。  new window
12.Wang, H.-C.、Yue, C. J.(2015)。Mortality, Health, and Marriage: A Study Based on Taiwan's Population Data。The North American Actuarial Journal，19(3)，187-199。  new window
13.王信忠、金碩、余清祥(20121200)。小區域死亡率推估之研究。人口學刊，45，77-110。new window  延伸查詢new window
14.余清祥(20020600)。Oldest-Old Mortality Rates and the Gompertz Law: A Theoretical and Empirical Study Based on Four Countries。人口學刊，24，33-58。new window  new window
15.Hurvich, Clifford M.、Tsai, Chih-Ling(1989)。Regression and Time Series Model Selection in Small Samples。Biometrika，76(2)，297-307。  new window
16.White, H.(2000)。A Reality Check for Data Snooping。Econometrica，68(5)，1097-1126。  new window
17.Wang, S. S.(1995)。Insurance Pricing and Increased Limits Ratemaking by Proportional Hazards Transforms。Insurance: Mathematics and Economics，17(1)，43-54。  new window
18.Wang, S. S.(1996)。Ordering of Risks under PH-transforms。Insurance: Mathematics and Economics，18(2)，109-114。  new window
19.Tsai, Cary Chi-Liang、Chung, San-Lin(2013)。Actuarial Applications of the Linear Hazard Transform in Mortality Immunization。Insurance: Mathematics and Economics，53(1)，48-63。  new window
20.Schwarz, Gideon(1978)。Estimating the Dimension of a model。The Annals of Statistics，6(2)，461-464。  new window
21.王信忠、余清祥、陳怡萱(20160600)。高齡死亡率模型的探討。人口學刊，52，1-42。new window  延伸查詢new window
22.王信忠、余清祥、王子瑜(20171200)。臺灣原住民族死亡率曁生命表編撰研究。人口學刊，55，99-131。new window  延伸查詢new window
23.林正祥、劉士嘉、劉于琪(20140600)。臺灣事故傷害對潛在生命年數、工作年數及社會經濟損失影響探討。人口學刊，48，141-171。new window  延伸查詢new window
24.陳芝嘉、余清祥、蔡偉德(20150600)。921震災對中老年人死亡風險的影響。人口學刊，50，61-99。new window  延伸查詢new window
25.董宜禎、陳寬政、王德睦、吳郁婷(20150600)。臺灣人口平均餘命之趨緩成長。人口學刊，50，29-60。new window  延伸查詢new window
26.Cavanaugh, J. E.(1997)。Unifying the Derivations for the Akaike and Corrected Akaike Information Criteria。Statistics & Probability Letters，33(2)，201-208。  new window
27.Clark, J. S. C.、Kaczmarczyk, M.、Mongiało, Z.、Ignaczak, P.、Czajkowski, A. A.、Klęsk, P.、Ciechanowicz, A.(2013)。Skew-t Fits to Mortality Data--Can a Gaussian-Related Distribution Replace the Gompertz–Makeham as the Basis for Mortality Studies?。The Journals of Gerontology: Series A，68(8)，903-913。  new window
28.Hyndman, Rob J.、Khandakar, Yeasmin(2008)。Automatic Time Series Forecasting: The Forecast Package for R。Journal of Statistical Software，27(3)，1-22。  new window
29.Mitchell, D.、Brockett, P.、Mendoza-Arriaga, R.、Muthuraman, K.(2013)。Modeling and Forecasting Mortality Rates。Insurance: Mathematics and Economics，52(2)，275-285。  new window
30.O'Hare, C.、Li, Y.(2017)。Models of Mortality Rates--Analysing the Residuals。Applied Economics，49(52)，5309-5323。  new window
31.Plat, R.(2009)。On Stochastic Mortality Modeling。Insurance: Mathematics and Economics，45(3)，393-404。  new window
32.Tsai, C. C.-L.、Jiang, L.(2011)。Actuarial Applications of the Linear Hazard Transform in Life Contingencies。Insurance: Mathematics and Economics，49(1)，70-80。  new window
33.Wang, C.-W.、Huang, H.-C.、Liu, I.-C.(2013)。Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps。The Journal of Risk and Insurance，80(3)，775-798。  new window
34.Wang, C.-W.、Yang, S. S.、Huang, H.-C.(2015)。Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps--A Dynamic Copula Approach。Insurance: Mathematics and Economics，63，30-39。  new window
35.Wang, H.-C.、Yue, J. C.、Chong, C.-T.(2018)。Mortality Models and Longevity Risk for Small Populations。Insurance Mathematics and Economics，78，351-359。  new window
36.Wang, H.-C.、Yue, J. C.、Tsai, Y.-H.(2016)。Marital Status as a Risk Factor in Life Insurance: An Empirical Study in Taiwan。ASTIN Bulletin: The Journal of the IAA，46(2)，487-505。  new window
37.Wang, J. L.、Yang, S. S.(2008)。Pricing and Implementation of Longevity Bonds in Taiwan。Asia-Pacific Journal of Risk and Insurance，3(1)，155-171。  new window
38.Wit, E.、van den Heuvel, E.、Romeijn, J.-W.(2012)。'All Models are Wrong...': An Introduction to Model Uncertainty。Statistica Neerlandica，66(3)，217-236。  new window
39.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
40.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control，19(6)，716-723。  new window
41.陳政勳、余清祥(20101200)。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。new window  延伸查詢new window
42.Kwiatkowski, Denis、Phillips, Peter C. B.、Schmidt, Peter、Shin, Yongcheol(1992)。Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?。Journal of Econometrics，54(1-3)，159-178。  new window
43.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
44.Cairns, Andrew J. G.、Blake, David、Dowd, Kevin、Coughlan, Guy D.、Epstein, David、Ong, Alen、Balevich, Igor(2009)。A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States。North American Actuarial Journal，13(1)，1-35。  new window
45.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
46.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
47.Yang, Sharon S.、Yue, Jack C.、Huang, Hong-Chih(2010)。Modeling Longevity Risks Using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models。Insurance: Mathematics and Economics，46(1)，254-270。  new window
48.Hansen, Bruce E.(1994)。Autoregressive conditional density estimation。International Economic Review，35(3)，705-730。  new window
49.黃意萍、余清祥(20021200)。臺灣地區生育率推估方法的研究。人口學刊，25，145-171。new window  延伸查詢new window
研究報告
1.Barndorff-Nielsen, O. E.(1994)。Normal\\Inverse Gaussian Processes and the Modeling of Stock Returns。  new window
2.Institute of Actuaries and the Faculty of Actuaries(1999)。Standard Tables of Mortality Based on the 1991-1994 Experiences (Special issue)。  new window
3.National Institute on Aging(1993)。Computational Methods for Fitting and Extrapolating the Lee-Carter Model of Mortality Change。Bethesda, MD。  new window
圖書
1.Brockwell, P. J.、Davis, R. A.(2009)。Time Series: Theory and Methods。New York：Springer-Verlag。  new window
2.Burnham, Kenneth P.、Anderson, David R.(2002)。Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach。Springer Science+Business Media。  new window
3.Stock, J. H.、Watson, M. W.(2011)。Introduction to Econometrics。London：Pearson。  new window
 
 
 
 
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