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    Title: 以全民健康保險資料庫探討長壽風險對防癌險之影響
    Using national health insurance database to explore the longevity risk of cancer insurance products
    Authors: 曹睿軒
    Tsao, Jui Hsuan
    Contributors: 余清祥
    曹睿軒
    Tsao, Jui Hsuan
    Keywords: 長壽風險
    自然避險
    癌症保險
    大數據
    全民健保資料庫
    Longevity risk
    Natural hedge
    Cancer insurance
    Big data
    National health insurance database
    Date: 2017
    Issue Date: 2017-07-31 11:00:13 (UTC+8)
    Abstract: 隨著醫療水準和經濟、環境等因素的進步,各國人民的平均壽命延續20世紀趨勢而繼續延長,退休生活的規劃變成個人、國家必須考慮的議題,與延壽議題相關的長壽風險(Longevity Risk)越來越受重視。長壽風險意指存活時間超乎預期,對個人、產業、國家都帶來不可忽視的影響,以近年引發社會各界熱議的年金改革,就是與長壽風險有關的範例之一。對商業保險或社會保險而言,長壽風險過去大多聚焦於年金或壽險商品,探討低估死亡率及平均餘命的影響,較少著墨於老年人在健康醫療、生活照顧的需求。

    有鑑於此,本文以老年人口的健康醫療為研究目標,探討長壽風險對這類型保險商品的影響,並考量以自然避險作為因應對策。其中,本文選擇臺灣壽險業暢銷的癌症保險為探討對象,根據全民健康保險資料庫的就醫紀錄,計算國人歷年的癌症發生率及死亡率,並討論是否能透過自然避險因應癌症保險之長壽風險。研究發現,癌症發生率及死亡率分別滿足逐年上升及下降的趨勢,若能適當調整罹癌後(亦即生存)及死亡兩種給付,可透過自然避險的機制降低癌症商品的長壽風險。另外,因為臺灣現行的商業癌症保險多半同時擁有生存及死亡給付,吻合自然避險的特性,經過適當設計可消除長壽風險帶來的衝擊,尤其針對長年期防癌險,長壽風險引發的震盪幾乎可完全透過自然避險規避。本文研究結果可作為保險公司擬定癌症保險的參考,將自然避險的機制引進保單設計,以降低損失率、確保收支均衡,因應壽命延長帶來的挑戰。
    With the advance in medical technology and overall environment, the human life span continues the prolonging trend similar to that of the 20th century. Retirement planning becomes essential to both the individuals and nations and people are paying more attention to the issue of longevity risk. Longevity risk means that the actual life expectancy is longer than expected and thus increases the burden of economic burden after retirement. Pension reform is the most famous example of longevity risk and in recent years it triggers quite a lot of debates in both commercial insurance and social insurance. We think that the longevity risk is not restricted to the pension and annuity products, and it would also occur in the health insurance products, particularly for the products with longer durations. Unfortunately, only a few past studies mentioned the issue of longevity risk for the health insurance products.

    Thus, this study aims to explore the longevity risk of health insurance products and adapt the idea of natural hedge to deal with the prolonging life. Specifically, we focus on applying the natural hedge to cancer insurance, a popular product in Taiwan insurance market. We use computer simulation and empirical data to evaluate whether the natural hedge can reduce the impact of longevity risk in cancer insurance products. The cancer incidence rates and mortality rates are based on the National Health Insurance (NHI) database. Our results show that, through the proper design, the natural hedge can reduce the impact of longevity risk for the cancer insurance products with longer durations. The insurance companies can apply the natural hedge to cancer products, in order to deal with the challenge of longevity risk.
    Reference: 一、中文部分
    1.王信忠、余清祥、金碩(2012)。小區域死亡率推估之研究。人口學刊, 45,121-154。
    2.王信忠、余清祥、陳怡萱(2016)。高齡死亡率模型的探討。人口學刊, 52, 1-42。
    3.王培東(2006)。死亡事件發生的測量。台灣醫界,第49卷,第6期。
    4.王培東(2006)。疾病發生的測量:發生率(Incidence)和盛行率(Prevalence)。台灣醫界,第49卷,第4期。
    5.余清祥(1997)。修勻:統計在保險的應用。臺北:雙葉書廊。
    6.林智軒(2014)。小區域死亡率模型的探討。國立政治大學統計學系研究所碩士論文。
    7.金碩(2011)。修勻與小區域人口之研究。國立政治大學統計學系研究所碩士論文。
    8.財團法人保險事業發展中心(2013)。中華民國101年度人壽保險業務統計年報。
    9.國家發展委員會(2016)。中華民國人口推估(105至150年)。國發會研究報告。
    10.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, 41,153-182。
    11.陳昱霈(2016)。以全民健康保險資料庫探討癌症的發生與死亡。國立政治大學統計學系研究所碩士論文。
    12.黃泓智、劉明昌、余清祥(2004)。台灣地區重大傷病醫療費用推估。人口學刊, 29, 35-70。
    13.衛生福利部國民健康署(2016)。中華民國102年癌症登記報告。
    14.鄭志新(2015)。以全民健保資料庫探討長期照顧需求。國立政治大學風險管理與保險學系研究所碩士論文。
    15.賴曜賢(2017)。由歷史發展觀點探討我國產物保險業經營長期健康險前景。核保學會,第24期,269-298。
    16.蘇維屏(2014)。全民健保資料庫分析:以全民健保資料庫探討國人慢性疾病的現況。國立政治大學統計學系研究所碩士論文。

    二、英文部分
    1.Blake, D., and Burrows, W. (2001). “Survivor bonds: Helping to hedge mortality risk“. Journal of Risk and Insurance, 339-348.
    2.Cox, S.H., and Lin, Y. (2007). “Natural hedging of life and annuity mortality risks“. North American Actuarial Journal, 11(3), 1-15.
    3.Dowd, K. (2003). “Survivor bonds: a comment on Blake and Burrows“. Journal of Risk and Insurance, 70(2), 339-348.
    4.Dowd, K., Blake, D., Cairns, A. J., and Dawson, P. (2006). Survivor swaps. Journal of Risk and Insurance, 73(1), 1-17.
    5.Lee, R.D., and Carter, L.R. (1992). Modeling and Forecasting U.S. Mortality. Journal of the American Statistical Association 87, 659-671.
    6.Lee, W.C. (2003). “A partial SMR approach to smoothing age-specific rates“. Annals of epidemiology, 13(2), 89-99.
    7.Lin, Y., and Cox, S.H. (2005). “Securitization of mortality risks in life annuities“. Journal of risk and Insurance, 72(2), 227-252.
    8.Wang, J. L., Huang, H. C., Yang, S. S., and Tsai, J. T. (2010). “An optimal product mix for hedging longevity risk in life insurance companies: The immunization theory approach“. Journal of Risk and Insurance, 77(2), 473-497.
    9.Yue, C.J., Wang, H.C., Leong, Y. and Su, W.P. (2017). “Using Taiwan National Health Insurance Database to model cancer incidence and mortality rates”. To appear in Insurance: Mathematics and Economics.
    Description: 碩士
    國立政治大學
    風險管理與保險學系
    104358002
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0104358002
    Data Type: thesis
    Appears in Collections:[風險管理與保險學系 ] 學位論文

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