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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/33908
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/33908

    Title: 台灣地區死亡率APC模型之研究
    An Empirical Study of Age-Period-Cohort Model of Mortality Rates of Taiwan Area
    Authors: 王郁萍
    Contributors: 余清祥
    Yue,Jack C.
    Keywords: 死亡率
    mortality rates
    APC model
    Lee-Carter model
    Date: 2006
    Issue Date: 2009-09-17 18:47:01 (UTC+8)
    Abstract: 台灣地區居民近年的死亡率下降速度加快,使得我國國民的平均壽命在公元2000年已超過美國,成為長壽的國家之一。其中我國國民死亡率的下降幅度因年齡而不同,且各個年代、世代也不相同,與APC(Age-Period-Cohort)模型採年齡、年代與世代三個因子分析死亡率頗為一致,因此本文計畫以APC模型研究台灣的死亡率。然而,由於「年代=年齡+世代」之線性相關,參數估計值有甄別問題(Identification Problem),使得參數估計值不唯一。
    文獻中有不同方法解決APC模型的參數估計問題,近年又有Fu(2000)提出之本質估計量(Intrinsic Estimator),可直接解決參數估計及其變異數。因此本文首先以電腦模擬驗證本質估計量,以及過去其他估計方法,檢測這些方法是否可得出理論的結果。本文的第二部分則以西元1961至2005年的資料探討APC模型的實用性,分析APC與Lee-Carter模型的優劣;研究發現APC模型用於估計死亡率時,整體而言雖不如Lee-Carter模型,但可彌補Lee-Carter模型在高年齡有較大誤差的不足,唯在年輕族群則仍有改善空間,未來或可考慮APC與Lee-Carter模型的結合。
    The mortality rates in Taiwan area have been experiencing dramatic decreases in recent years. The life expectancy has surpassed that in the United States in 2000 and Taiwan has become one of the longevity countries. Besides, the falling of mortality rates varies in different age, period, and cohort groups, which corresponds to the APC (Age-Period-Cohort) model. Therefore, the goal of this paper is to study the mortality rates in Taiwan area with APC model. However, due to the linear dependency of age, period and cohort (Period = Age + Cohort), there is the identification problem, that is, the parameter estimates are not unique.
    A number of solutions to the identification problem in APC model have been provided in the literature. Fu (2000) introduce a new estimator, the Intrinsic Estimator (IE), which can solve parameter estimates and variance directly. In the first part of this research, computer simulation is conducted to examine the IE, compared with other methodologies. In the second part of this research, data from 1961 to 2005 are used for verifying the validity of APC model in fitting mortality rates, and we analyze the strengths and weaknesses between the APC and Lee-Carter model.
    The results from our study indicate that the APC model in estimating mortality rates does not show as well as the Lee-Carter model as a whole. However, the APC model performs better than the Lee-Carter model for the elderly mortality rates, but is still needed to be improved in young groups. In the future, it can be considered to combine the APC and Lee-Carter model.
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    Description: 碩士
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0094354020
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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