• 제목/요약/키워드: MORTALITY

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Analysis of cause-of-death mortality and actuarial implications

  • Kwon, Hyuk-Sung;Nguyen, Vu Hai
    • Communications for Statistical Applications and Methods
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    • 제26권6호
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    • pp.557-573
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    • 2019
  • Mortality study is an essential component of actuarial risk management for life insurance policies, annuities, and pension plans. Life expectancy has drastically increased over the last several decades; consequently, longevity risk associated with annuity products and pension systems has emerged as a crucial issue. Among the various aspects of mortality study, a consideration of the cause-of-death mortality can provide a more comprehensive understanding of the nature of mortality/longevity risk. In this case study, the cause-of-mortality data in Korea and the US were analyzed along with a multinomial logistic regression model that was constructed to quantify the impact of mortality reduction in a specific cause on actuarial values. The results of analyses imply that mortality improvement due to a specific cause should be carefully monitored and reflected in mortality/longevity risk management. It was also confirmed that multinomial logistic regression model is a useful tool for analyzing cause-of-death mortality for actuarial applications.

A multi-state model approach for risk analysis of pensions for married couples with consideration of mortality difference by marital status

  • Stefani, Anastasia;Kwon, Hyuk-Sung
    • Communications for Statistical Applications and Methods
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    • 제28권6호
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    • pp.611-626
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    • 2021
  • Marital status has been identified as an important risk factor affecting adult mortality. Many studies have found that marriage has positive effects on mortality and increases life expectancy. Since most pension contracts providing retirement income are provided to married couples, mortality assumption for actuarial valuation based on the entire population is likely to overestimate the actual mortality of the group of beneficiaries specified in the contracts. This study considered the differences in mortality according to marital status to analyze the length and value of the payments of a typical pension contract for a married couple. The study quantified the effect on actuarial measurements of considering marital status in mortality assumptions with a multi-state model framework using Korean experience mortality data organized by marital status. The results of analysis indicate that considering marital status in mortality assumptions improves mortality risk management.

도시 대기오염의 위해 평가에 있어서 황사효과 분석 -서울시 총사망 및 원인별 사망률에 미치는 영향- (An Analysis of Air Pollution Effect in Urban Area Related to Asian Dust on All-cause and Cause-specific Mortality in Seoul, Korea, 2000-2006)

  • 손지영;조용성;김윤신;이종태;김연정
    • 한국환경보건학회지
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    • 제35권4호
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    • pp.249-258
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    • 2009
  • The objectives of this study were to compare the relative risk of all-cause mortality and cause-specific mortality associated with Asian dust events, and especially to investigate the effects on the susceptible population such as the elderly and children, which were based on the data in Seoul from 2000 to 2006. Both of the study periods with/without Asian dust days, respiratory-cause mortality was the highest, followed by cardiovascular-cause mortality and all-cause mortality in sequence among mortality related to air pollution for all-aged group. As to susceptible group, the relative risk of mortality is the highest for +65 yrs group among all-cause mortality. According to comparison of mortality with/without Asian dust days, the relative risk of all-cause mortality is larger in the model with Asian dust days than the one in the model without Asian dust days among all age group (except for under 15 yrs group) and all air pollutants. The relative risk of cause-specific mortality (except for ozone in under 15 yrs group in case of respiratory-cause mortality, and ozone in all age group and over 65 yrs group in case of cardiovascular-cause mortality) per IQR increase of each pollutant is larger in the model without Asian dust days.

우리나라의 초고령 사망률의 확장에 대한 연구 (An Extension of Mortality for Oldest-Old Age in Korea)

  • 김성용;김기환;박유성
    • 한국조사연구학회지:조사연구
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    • 제12권2호
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    • pp.1-26
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    • 2011
  • 초고령(80세 이상) 사망률에 대한 양적, 질적 자료의 결여는 한국의 초고령 사망률에 대한 체계적인 연구의 최대 걸림돌이 되어 왔다. 그러나 세계가 경험해 보지 못한 한국의 급속한 고령화는 미래의 인구구조의 근본적인 변화를 초래하게 되어 초고령 사망률의 수준, 패턴, 그리고 추이분석은 더 이상 미룰 수 없는 과제가 되었다. 사망률 추이는 80세 이상(80+) 또는 85세 이상(85+)로 절단된 형태의 과거 사망률 자료를 115세까지의 각 세별 사망률로 확장하여 분석될 수 있다. 이러한 확장은 한국형 표준사망률의 작성이 우선되어야 가능하며 이 표준사망률을 통해 한국의 초고령 사망률의 수준과 패턴의 파악이 가능해진다. 한국형 표준 사망률의 작성은 하나의 관계모형과 11개의 함수로부터 도출되며, 성별로 최적의 모형은 적합도를 측정하는 세 가지의 통계량과 사망률의 세 가지 일치성을 기준으로 선택되었다. 본 논문에서는 작성된 표준사망률을 이용하여 과거의 절단된 사망률을 확장하였고 이 확장 과정에서 필연적으로 발생하는 종단면적인 사망률의 일치성을 해결하는 방안을 제시하였다.

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Recent Decrease in Colorectal Cancer Mortality Rate is Affected by Birth Cohort in Korea

  • Jee, Yonho;Oh, Chang-Mo;Shin, Aesun
    • Asian Pacific Journal of Cancer Prevention
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    • 제16권9호
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    • pp.3951-3955
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    • 2015
  • Background: Colorectal cancer mortality has started to decrease in several developed countries in Asia. The current study aimed to present the long-term trends in colorectal cancer mortality in Korea using joinpoint analysis and age-period-cohort modeling. Materials and Methods: The number of colorectal cancer deaths and the population for each 5-year age group were obtained from Statistics Korea for the period 1984-2013 for adults 30 years and older. Joinpoint regression analysis was conducted to determine changes in trends in age-standardized mortality rates, and age-period-cohort analysis was performed to describe trends in colorectal cancer mortality using the intrinsic estimator method. Results: In men, the age-standardized mortality rate for colorectal cancer increased from 1984 to 2003, and the mortality rates stabilized thereafter, whereas the mortality rate of colorectal cancer in women has decreased since 2004. The age-specific mortality rate of colorectal cancer increased in both men and women over time, whereas decreases in the age-specific mortality rate in younger cohorts were observed. In the age-period-cohort analysis, old age and recent period were associated with higher mortality for both men and women. The birth cohort born after 1919 showed reduced colorectal cancer mortality in both men and women. Conclusions: Our study showed a recent decreasing trend in colorectal cancer mortality in women and a stable trend in men after 2003-2004. These changes in colorectal cancer mortality may be attributed to birth cohort effects.

An Estimation of an Old Age Mortality Rate Using CK Model and Relational Model

  • Jung, Kyunam;Kim, Donguk
    • Communications for Statistical Applications and Methods
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    • 제19권6호
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    • pp.859-868
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    • 2012
  • Due to a rapidly aging society, the future Korea mortality rate is important for planning national financial strategies and social security policies. Old age mortality statistics are very limited in their ability to project a future mortality rate; therefore, it is essential to accurately estimate the old age mortality rate. In this paper, we show that the CK model with a Relational model as a base model provides accurate estimates of old age mortality rates.

Comparison of accuracy between LC model and 4-PFM when COVID-19 impacts mortality structure

  • Choi, Janghoon
    • Communications for Statistical Applications and Methods
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    • 제28권3호
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    • pp.233-250
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    • 2021
  • This paper studies if the accuracies of mortality models (LC model vs. 4-parametric model) are aggravated if a mortality structure changes due to the impact of COVID-19. LC model (LCM) uses dimension reduction for fitting to the log mortality matrix so that the performance of the dimension reduction method may not be good when the matrix structure changes. On the other hand, 4-parametric factor model (4-PFM) is designed to use factors for fitting to log mortality data by age groups so that it would be less affected by the change of the mortality structure. In fact, the forecast accuracies of LCM are better than those of 4-PFM when life-tables are used whereas those of 4-PFM are better when the mortality structure changes. Thus this result shows that 4-PFM is more reliable in performance to the structural changes of the mortality. To support the accuracy changes of LCM the functional aspect is explained by computing eigenvalues produced by singular vector decomposition

Esophageal Cancer Mortality during 2004-2009 in Yanting County, China

  • Song, Qing-Kun;Li, Jun;Jiang, Hai-Dong;He, Yu-Ming;Zhou, Xiao-Qiao;Huang, Cheng-Yu
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권10호
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    • pp.5003-5006
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    • 2012
  • Objective: Yanting County is a high risk area for esophageal cancer (EC) in China. The purpose of this study was to describe the mortality and mortality change of EC from 2004 to 2009 in Yanting County. Methods: EC mortality data from 2004 to 2009 obtained from the Cancer Registry in Yanting were analyzed. Annual percentage changes (APC) were calculated to assess the trends in EC mortality. Age-standardized mortality was calculated based on world standard population of 2000. Results: The average EC mortality was 54.7/$10^5$ in males and 31.6/$10^5$ in females over the 6 years. A decline in EC mortality with time was observed in both genders, with a rate of -8.70% per year (95% CI: -13.23%~-3.93%) in females and -4.11% per year (95%CI: -11.16%~3.50%) in males. Conclusion: EC mortality decreased over the six years in both genders, although it remained high in the Yanting area. There is still a need to carry out studies of risk factors for improved cancer prevention and further reduction in the disease burden.

아시아지역에서 공적개발원조(ODA)에 따른 보건지표 비교 (Comparison of Health Indicators according to Official Development Assistance(ODA) in Asia)

  • 오창석
    • 보건의료산업학회지
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    • 제9권4호
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    • pp.197-206
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    • 2015
  • Objectives : This study presents comparison results of the correlations between ODA grants and health indicators among 23 countries in Asia. Methods : Data from 2005~2013 were collected through the World Development Indicator (WDI) provided by the World Bank (WB). The health-related variables used in this study included the maternal mortality ratio, infant mortality rate under five, infant mortality rate, incidence of tuberculosis, and prevalence of AIDS. Results : Based on the results, there were positive correlations between ODA grants and health indicators, which means that the overall ODA grants would drop when the health indicators improved. As for differences in the health indicators by income groups among the countries, there were differences in the maternal mortality ratio, infant mortality rate under five, infant mortality rate, and overall ODA grants. The maternal mortality ratio, infant mortality rate under five, and infant mortality rate were lower in the order of upper middle, lower middle, and poorest income countries. Conclusions : The findings raise a need for the integrated and horizontal development of Goals 4, 5 and 6 of MDGs in the ODA projects of health sector in the future.

Socioeconomic Predictors of Diabetes Mortality in Japan: An Ecological Study Using Municipality-specific Data

  • Okui, Tasuku
    • Journal of Preventive Medicine and Public Health
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    • 제54권5호
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    • pp.352-359
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    • 2021
  • Objectives: The aim of this study was to examine the geographic distribution of diabetes mortality in Japan and identify socioeconomic factors affecting differences in municipality-specific diabetes mortality. Methods: Diabetes mortality data by year and municipality from 2013 to 2017 were extracted from Japanese Vital Statistics, and the socioeconomic characteristics of municipalities were obtained from government statistics. We calculated the standardized mortality ratio (SMR) of diabetes for each municipality using the empirical Bayes method and represented geographic differences in SMRs in a map of Japan. Multiple linear regression was conducted to identify the socioeconomic factors affecting differences in SMR. Statistically significant socioeconomic factors were further assessed by calculating the relative risk of mortality of quintiles of municipalities classified according to the degree of each socioeconomic factor using Poisson regression analysis. Results: The geographic distribution of diabetes mortality differed by gender. Of the municipality-specific socioeconomic factors, high rates of single-person households and unemployment and a high number of hospital beds were associated with a high SMR for men. High rates of fatherless households and blue-collar workers were associated with a high SMR for women, while high taxable income per-capita income and total population were associated with low SMR for women. Quintile analysis revealed a complex relationship between taxable income and mortality for women. The mortality risk of quintiles with the highest and lowest taxable per-capita income was significantly lower than that of the middle-income quintile. Conclusions: Socioeconomic factors of municipalities in Japan were found to affect geographic differences in diabetes mortality.