• Title/Summary/Keyword: 2요인 사망률모형

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A Two Factor Model with Mean Reverting Process for Stochastic Mortality (평균회귀확률과정을 이용한 2요인 사망률 모형)

  • Lee, Kangsoo;Jho, Jae Hoon
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.393-406
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    • 2015
  • We examine how to model mortality risk using the adaptation of the mean-reverting processes for the two factor model proposed by Cairns et al. (2006b). Mortality improvements have been recently observed in some countries such as United Kingdom; therefore, we assume long-run mortality converges towards a trend at some unknown time and the mean-reverting processes could therefore be an appropriate stochastic model. We estimate the parameters of the two-factor model incorporated with mean-reverting processes by a Metropolis-Hastings algorithm to fit United Kingdom mortality data from 1991 to 2015. We forecast the evolution of the mortality from 2014 to 2040 based on the estimation results in order to evaluate the issue price of a longevity bond of 25 years maturity. As an application, we propose a method to quantify the speed of mortality improvement by the average mean reverting times of the processes.

Longevity Bond Pricing by a Cohort-based Stochastic Mortality (코호트 사망률을 이용한 장수채권 가격산출)

  • Jho, Jae Hoon;Lee, Kangsoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.4
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    • pp.703-719
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    • 2015
  • We propose an extension of the Lee and Jho (2015) mean reverting the two factor mortality model by incorporating a period-specific cohort effect. We found that the consideration of cohort effect improves the mortality fit of Korea male data above age 65. Parameters are estimated by the weighted least squares method and Metropolis algorithm. We also emphasize that the cohort effect is necessary to choose the base survival index to calculate longevity bond issue price. A key contribution of the article is the proposal and development of a method to calculate the longevity bond price to hedge the longevity risk exposed to Korea National Pension Services.

Mortality Forecasting for Population Projection (장래인구추계를 위한 사망률 예측)

  • Kim, Tai-Hun
    • Korea journal of population studies
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    • v.29 no.2
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    • pp.27-51
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    • 2006
  • In this paper, I have tested various kinds of methods for mortality projection and chose Lee-Carter method for projection of Korean mortality by age and sex. I reviewed the trends of life tables and life expectancies by age and sex from 2005 to 2050 projected by Lee-Carter method and found that the method was very applicable for Korean mortality projection. The differences between reported and estimated data for the period of 1971-2003 were small enough for both sexes and for all of the age groups. The projected life expectancies in 2051 were 82.73 years for males and 89.41 for females, and the differences decreased from 7.06 years in 2005 to 6.68 years. Because of the limitation of Korean infant mortality rate, I adopted the Japanese estimated IMR in 2050 as Korean object level in 2051. When the time series of IMR become long enough, we can use Korean IMR directly for the mortality projection. In addition, if we can estimate the changes of the main cause of death correctly in future, the mortality projection will be more correct and reliable. This will be available when we can produce a long series of life tables by cause of deaths.

Technical Efficiency of Medical Resource Supply and Demand (의료자원 공급, 수요의 성과 효율성에 대한 실증분석)

  • Chang, Insu;Ahn, Hyeong Seok;Kim, Brian H.S.
    • Journal of the Korean Regional Science Association
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    • v.34 no.2
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    • pp.3-19
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    • 2018
  • The objective of this study is to observe the efficiency of clinical performance on the supply and demand of medical resources in Korea. For the empirical analysis, we constructed the dataset on age standardized mortality rate, the number of physician, specialist, surgery, medical institution, ratio of general hospitals of 16 provinces in Korea from 2006 to 2013. The panel probability frontier model is employed as an analysis method and considered heteroscedasticity and autocorrelation of the error in panel data. In addition, the demographic and socioeconomic characteristics of the 16 provinces, unemployment rate, elderly population ratio, GRDP per capita, and ratio of hospitals in comparison to the general hospitals are used to find the effect on the technical efficiency of clinical performance on supply and demand of medical resources. The results are as follows. First, for the clinical performance, the supply side of human resources such as doctors and specialists and the demand side factors such as chronic illness clinic per unit population have a significant influence, respectively. Second, the technical efficiency of clinical performance on the supply and demand of medical resources of each input component was 59-70% in terms of clinical efficiency in each region. Third. estimates of technical efficiency of inputs that affect clinical performance showed a slight increase in all regions during the analysis period, but the increase trend decreased slightly. Fourth, the ratio of the elderly population and GRDP per capita have a positive influence on the technical efficiency of clinical performance on the supply and demand of medical resources. The difference of each efficiency by region is due to the regional differences of the input medical resources and the combination of them and the demographic and socioeconomic characteristics of the region. It is understood that the differences in technological efficiency due to the complexity of supply and demand of medical resources, demographic structure and economic difference affecting clinical performance by region are different.

A Study on Verification of the effectiveness of Mutually Recognizable Traffic Safety Facilities (상호인식 교통안전시설물 현장적용에 따른 효과검증 연구)

  • Kim, Ki-Nam;Jeong, Yong-Ho;Lee, Min-jae
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.12
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    • pp.468-474
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    • 2019
  • Korea had the highest accident rate among OECD countries in 2018, with 8.4 per 100,000 population, ranking 4th among 35 countries. In addition, the accident rate of traffic with children and the elderly was also high. This study reviewed the relevant literature and analyzed the traffic-accident analysis system. Customized traffic safety facilities were developed. In addition, by measuring the visibility of the traffic safety facilities by installing a test bed, this study measured the forward driving frequency and vehicle driving speed while driving. As a result of applying the "pedestrian pedestrian model" collision test model, the possibility of serious injury after installing the facility was reduced greatly to 4.6%. In this study, the visibility of traffic safety facilities and the effect of reducing the traffic speed were verified through test beds. Recognizing traffic safety facilities will reduce traffic accidents.

Japanese case of community partnership for Healthy City Projects (일본 건강증진사업의 지역사회 자원과의 연대 구축 사례: 건강도시사업을 위한 지역사회 파트너 쉽 형성 사례)

  • Hoshi, Tanji
    • Proceedings of The Korean Society of Health Promotion Conference
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    • 2005.09a
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    • pp.197-230
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    • 2005
  • 일본의 Soyo town에서 진행된 건강도시사업은 건강증진 프로그램 모형을 통하여 건강한 도시를 건설하겠다는 슬로건을 가지고 주민들이 참여하여 자신의 건강관리능력을 함양하고 서로의 장점을 공유하는 것을 사명으로 하고 있다. 또한 삶의 질 향상, 주관적 건강상태 향상, 삶의 만족도 향상, 정서적 유대감 향상, 수입증가 그리고 조기사망의 감소를 구체적 목적으로 설정하고 있다. 이러한 목적을 달성하게 위한 매우 실제적이며 수량화된 목표들이 설정되어 있다. 1992년에 사전조사를 실시하고 1996년과 2002년에 사후 조사를 실시하였다. 프로그램 내용과 과정에는 보건의료전문가와 시설에 대한 정비, 평가에 대한 계획, 학교를 포함한 포괄적인 보건의료시스템이 포함된다. 모든 부문은 자신들이 설정한 보건정책 결과에 대하여 모니터링을 진행하며 적절한 정책을 다시 설정하고 수량화된 목표를 설정하며 프로그램을 수행한다. 프로그램 수행의 가장 중요한 원칙은 사업의 기획, 수행, 평가 과정에 주민이 최우선적으로 참여한다는 점이다. Soyo town은 사업을 위하여 학교 및 지역 내 사조직과 협력하고 모든 사업의 기획과정에 다양한 구성원들을 참여시켰는데 이는 건강자원 개발에 있어 매우 중요하게 실천되어야 하는 문제이다. 특히 모든 Soyo town의 주민들이 참여하는 것을 원칙으로 하였다. 주민들은 건강관련 자원의 배치상태와 과학적 근거를 고려하여 효과적인 사업을 선정하는 것을 포함한 모든 사업의 과정에 참여하였다. 바람직한 생활양식을 향상시키기 위하여 식품회사, 자원단체 그리고 사회적 관계망 그리고 지역의 단체급식시설, 식당 등이 파악되었으며, 요양원, 가사도우미, 공중보건간호사, 방문간호사, 사회사업가로 구성된 보건의료 시설과 인력들이 협력하였다. 사업이 주민의 건강을 향상시켰는가와 건강향상에 사업이 효과적이었는지를 판단하기 위해서 평가가 진행되었는데, 서비스 제공자 뿐 아니라 소비자와 주민들도 평가를 수행하였다. Soyo town의 건강도시사업의 평가 결과, 조기사망률이 1988년 22.1%이 1992년 18.2%로, 1998년 15.6%로 감소하였다. 또한 주관적인 건강상태는 1988년 48%에서 1992년 67.1%로, 1998년 71.5%로 증가하였다. 전반적으로 주관적 건강상태, 사회적 관계망, 보건의료서비스에 대한 접근성은 증가하였으며, 조기사망, 의료비용은 감소하였다. 한편 보건의료부문의 질적인 향상을 가져왔으며, Soyo town은 건강한 도시의 명성을 얻게 되었다. 사업의 효과성을 향상시킨 요인은 주민 개개인들에게 사업의 기획과정에 처음부터 참여할 기회가 주어졌다는 점과 자원개발에 있어 기존자원의 재개발에 우선순위를 두었다는 점이었다. 효과적인 사업의 수행을 위하여 행정부, 주민, 건강관련 단체들은 수단과 방법에 관한 정보를 교환하는 것이 중요하다. 사업의 기획단계에 모든 이해당사자들이 참여하여 각자의 역할분담을 명확히 하는 것이 필요하며, 건강증진은 개인의 노력 뿐 아니라 사회적 환경의 개선과 자원의 개발을 통해서 달성되는 것이므로 주민들은 건강증진을 위한 환경개선을 위해 노력도 병행되어야 한다.

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Effectiveness of stages-matched educational program for cervical cancer screening among adult women in a community (일개 지역사회 여성 주민의 자궁경부암 조기검진 수검에 관한 행동변화단계별 교육 프로그램의 효과)

  • Kim, Young-Bok
    • Korean Journal of Health Education and Promotion
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    • v.24 no.5
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    • pp.23-37
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    • 2007
  • Background: Even though cervical cancer poses a significant global cancer burden, successful implementations for early detection offer an opportunity to prevent deaths and reduce the cancer burden. In Korea, cervical cancer is the most prevalent type of cancer among adult women, but it is one of the few cancers in which a consensus-approved screening test exists for early diagnosis, Pap test, that can be combined with highly efficacious treatment regimens for early-stage disease. Purpose: This study was carried out to identify the cognitive-behavioral factors associated with cervical cancer screening behavior among adult women, aged 40 to 59, and to develop tailored messages and to evaluate the effectiveness of stage-matched educational program. Method: A total of 283 women who aged 40 years or older was recruited in Seoul, from September, 1st to November, 14th, 2003. The intervention group (N=162) and the control group (N=121) were selected from five sub-districts in Seocho-gu, Seoul. Building on the TTM, a quasi-experimental study was conducted to test the effectiveness of stages-matched intervention addressed at the five stages of cervical cancer screening behavior. Women in the intervention group were randomly assigned to one of two conditions, internet or postal services. Results: In our results, 88.9% of participants had received a Pap test at least once in their life-time, and 65.4% had got it in the past two years. With regard to cognitive-behavioral factors, the stages-matched educational program increased attitude and process of change for cervical cancer screening. The percentage changed was the largest in maintenance stage. With regard to delivery methods for tailored messages, the print materials were more effective at increasing screening adherence than the e-mail. Whereas the postal service group showed remarkable the change of behavior stage, the internet service group did not. Also it was not shown any difference of the satisfaction with stages-matched educational program between internet and postal service groups. Conclusion: This study suggested that cervical cancer screening behavior could be changed by tailored messages which had developed with cognitive-behavioral factors. The stages-matched educational program was effective to promote the screening adherence for cervical cancer.