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    题名: Marital Status as a Risk Factor in Life Insurance: An Empirical Study in Taiwan,
    作者: Wang, Hsin Chung;Yue, Jack C.;Tsai, Yi-Hsuan
    王信忠;余清祥;蔡乙瑄
    贡献者: 統計系
    关键词: Marital status;risk factor;small area estimation;longevity risk;relational mortality model
    日期: 2016
    上传时间: 2016-03-25 17:37:14 (UTC+8)
    摘要: Gender and age are the top two risk factors considered in pricing life insurance products. Although it is believed that mortality rates are also related to other factors e.g. smoking, overweight, and especially marriage), data availability andmarketing often limit the possibility of including them. Many studies have shown that married people (particularly men) benefit from the marriage, and generally have lower mortality rates than unmarried people.However, most of these studies used data from a population sample; their results might not apply to the whole population. In this study, we explore if mortality rates differ by marital status using mortality data (1975–2011) from the Taiwan Ministry of the Interior. In order to deal with the problem of small sample sizes in some marital status groups, we use graduationmethods to reduce fluctuations in mortality rates. We also use a relational approach to model mortality rates by marital status, and then compare the proposed model with some popular stochastic mortality models. Based on computer simulation, we find that the proposed smoothing methods can reduce fluctuations in mortality estimates between ages, and the relational mortality model has smaller errors in predicting mortality rates by marital status. Analyses of the mortality data from Taiwan show that mortality rates differ significantly by marital status. In some age groups, the differences in mortality rates are larger between marital status groups than between smokers and non-smokers. For the issue of practical consideration, we suggest modifications to include marital status in pricing of life insurance products.
    關聯: ASTIN Bulletin, page 1 of 19.
    数据类型: article
    DOI 連結: http://dx.doi.org/10.1017/asb.2016.3
    DOI: 10.1017/asb.2016.3
    显示于类别:[統計學系] 期刊論文

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