政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/140177

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 109951/140887 (78%)
Visitors : 46266798 Online Users : 1097

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/140177

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/140177

Title:	Cancer Insurance Longevity Risk Management - A Natural Hedging Approach
Authors:	余清祥 Yue, Jack C. 蘇眞慧 Su, Karen C.
Contributors:	統計系
Keywords:	Cancer insurance;longevity risk;natural hedging;mortality improvement;National Health Insurance Database 癌症保險;長壽風險;自然避險;死亡率改善;全民健保資料庫
Date:	2022-03
Issue Date:	2022-05-30 16:01:36 (UTC+8)
Abstract:	This study proposes a natural hedging approach to mitigate the longevity risk of long-term cancer insurance policies. The incidence of cancer is increasing in Taiwan. Conversely, the mortality rates of cancer patients are decreasing with time, making natural hedging a possible solution in dealing with the longevity risk of cancer insurance. We use the claim data from Taiwan’s National Health Insurance Database to estimate the trend in cancer incidence rates and post-cancer mortality rates. We demonstrate how the natural hedging strategy can be applied to life insurers’ longevity risk management about cancer insurance by arranging the benefits. 台灣癌症發生率逐年上升，造成商業癌症保險理賠率惡化；相反地，罹癌後死亡率則逐年遞減，使得自然避險成為減輕長壽風險衝擊的可行對策之一。本研究利用全民健保資料庫的就醫紀錄估計癌症發生率和罹癌後死亡率的長期趨勢，透過不同保險給付內容的設計，將自然避險應用於壽險公司長期癌症保險之長壽風險管理。
Relation:	Journal of Financial Studies, 30(1), 33-56
Data Type:	article
DOI 連結:	http://dx.doi.org/10.6545/JFS.202203_30(1).0002
DOI:	10.6545/JFS.202203_30(1).0002
Appears in Collections:	[統計學系] 期刊論文

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML2	186	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...