• 응용통계연구
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• 제31권1호
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• pp.77-96
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• 2018

주택연금은 계약기간이 확정되어 있지 않기 때문에 계약 종료 시점에 대한 확률분포 예측이 장수리스크 관리를 위하여 중요하다. 따라서 고령화의 주요인인 기대수명의 연장은 연금 재정건전성에 심각한 영향을 끼칠 수 있기 때문에 사망률의 개선 추세가 적절히 반영된 사망률 예측 연구가 선행될 필요가 있다. 본 연구에서는 Lee-Carter (LC) 모형과 연생모형을 이용하여 주택연금 계리모형에 사망률 개선 효과를 반영하였다. 전통적 LC 모형을 통한 사망률 예측 방식은 미래 사망률이 지나치게 개선되는 현상을 보이고 있기 때문에 사망률 개선효과를 조금 더 적절한 수준으로 보정하고자 본 연구에서는 사망확률 분포의 편중을 나타내는 왜도를 활용한 LC 모형을 적용하였다. 왜도 예측 방식을 LC 모형에 적용한 방법론을 사용하여 주택연금 월 지급금을 산출해본 결과 전통적 LC 모형의 사망률 예측보다 사망률 개선효과를 더 적게 반영하여 더 큰 월 지급금이 산출되었고, 왜도 활용 LC 모형에 의한 이러한 결과는 장수 리스크를 덜 왜곡한다는 데 의의가 있다고 볼 수 있다. 본 연구 결과는 사망률 감소 추세를 적절하게 반영한 위험률을 계산하여 주택연금의 발행기관 및 보증기관의 적정한 월 지급금 지급과 차후 월 지급금의 과대지급으로 인한 지급불능을 방지할 수 있는 리스크 관리 방법으로 이용될 수도 있다.

• 응용통계연구
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• 제34권3호
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• pp.347-373
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• 2021

지난 50여 년 동안 우리나라의 사망률 감소 패턴에 대한 탐색적 연구에 의하면 연령별 사망률이 모든 연령에서 감소했지만, 특정한 사망률이 개선되고 있는 패턴은 연령과 기간에 따라 다르다는 것을 알 수 있다. 여자가 남자보다 사망률 개선이 뚜렷하고 특히 시간이 지나면서 특정그룹에서의 사망률 개선이 두드러짐에 따라 전반적으로 사망 시간 추세에 구조적인 변화가 존재함을 확인하였다. 이에 본 연구에서는 우리나라 여자 사망률 자료를 이용하여 미래 사망률 예측을 위해 코호트 효과를 고려한 다양한 확률적 사망률 모형을 살펴보았다. 또한 분석 결과를 바탕으로 2067년까지 연령별 사망률과 예측기대수명을 작성하고 통계청(KOSIS)에서 제공하는 장래 연령별 사망률과 기대수명과 비교하였다. 자료이용기간에 따라 최적의 모형이 상이하나 적합력과 예측력을 전반적으로 고려했을 때 우리나라 여자 사망률은 코호트 효과를 고려한 PLAT 모형이 적절하다 볼 수 있을 것이다.

• East Asian mathematical journal
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• 제35권3호
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• pp.305-318
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• 2019

Over the past decades, the Lee-Carter model [1] has attracted much attention from various demography-related fields in order to project the future mortality rates. In the Lee-Carter model, the speed of mortality improvement is stochastically modeled by the so-called mortality index and is used to forecast the future mortality rates based on the time series analysis. However, the modeling is applied to long time series and thus an important structural change might exist, leading to potentially large long-term forecasting errors. Therefore, in this paper, we are interested in detecting the structural change of the Lee-Carter model and investigating the actuarial implications. For the purpose, we employ the tests proposed by Coelho and Nunes [2] and analyze the mortality data for six countries including Korea since 1970. Also, we calculate life expectancies and whole life insurance premiums by taking into account the structural change found in the Korean male mortality rates. Our empirical result shows that more caution needs to be paid to the Lee-Carter modeling and its actuarial applications.

• 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.

• Journal of Preventive Medicine and Public Health
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• 제46권2호
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• pp.74-81
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• 2013

Objectives: The objective of this study was to evaluate the performance of risk-adjusted mortality models for colorectal cancer surgery. Methods: We investigated patients (n=652) who had undergone colorectal cancer surgery (colectomy, colectomy of the rectum and sigmoid colon, total colectomy, total proctectomy) at five teaching hospitals during 2008. Mortality was defined as 30-day or in-hospital surgical mortality. Risk-adjusted mortality models were constructed using claims data (basic model) with the addition of TNM staging (TNM model), physiological data (physiological model), surgical data (surgical model), or all clinical data (composite model). Multiple logistic regression analysis was performed to develop the risk-adjustment models. To compare the performance of the models, both c-statistics using Hanley-McNeil pair-wise testing and the ratio of the observed to the expected mortality within quartiles of mortality risk were evaluated to assess the abilities of discrimination and calibration. Results: The physiological model (c=0.92), surgical model (c=0.92), and composite model (c=0.93) displayed a similar improvement in discrimination, whereas the TNM model (c=0.87) displayed little improvement over the basic model (c=0.86). The discriminatory power of the models did not differ by the Hanley-McNeil test (p>0.05). Within each quartile of mortality, the composite and surgical models displayed an expected mortality ratio close to 1. Conclusions: The addition of clinical data to claims data efficiently enhances the performance of the risk-adjusted postoperative mortality models in colorectal cancer surgery. We recommended that the performance of models should be evaluated through both discrimination and calibration.

• 응용통계연구
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• 제28권3호
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• pp.393-406
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• 2015

본 논문은 2요인(two-factor) 사망률 모형에 평균회귀모형(mean reverting process)을 적용하여 2요인의 확률적 변동을 모형화하여 사망률리스크(mortality risk)와 장수리스크(longevity risk)를 분석하였다. 최근 고령사회로 진입한 국가들에서 사망률 개선의 둔화가 관측되고 있는 시점에서 기존의 선형증가 또는 감소의 사망률 개선 모형을 보완함에 그 목적을 두었다. 영국의 1991~2015년 사망률 자료를 이용하여 제시한 모형의 모수를 메트로폴리스 알고리듬을 이용해 추정하였고 추정된 모수 값을 이용하여 다수 시뮬레이션을 통하여 장기간의 미래 사망률 예측값을 계산하였다. 평균회귀 모형의 특성으로 인해 약 60년의 시간이 지난 뒤부터는 사망률 개선이 거의 사라져 사망률이 일정한 값에 근접하였다. 사망률 개선이 둔화되는 현상이 관측되는 특정 집단(국가, 사회)의 경우 2요인 평균회귀 모형은 장기간 사망률 예측방법의 대안으로 간주될 것으로 기대되며, 모형의 응용으로서 평균회귀율의 추정결과로부터 사망률 개선의 속도를 계량화하는 기준을 제시하였다. 끝으로, 2014년~2040 기간의 사망률 예측값을 이용하여 25년 만기 장수채권의 발행가격을 산출하였다.

• Asian Pacific Journal of Cancer Prevention
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• 제13권10호
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• pp.5189-5193
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• 2012

Kemerovo is an industrial region of the Russian Federation characterized by highly developed mining, chemical, metallurgical and power industries. Many of the factories were closed down due to the socioeconomical crisis in the early 90's, and economic potential of the survivors has also decreased significantly. Paradoxically, this has led to the improvement of the ecological situation in the region and elimination of exposure to many chemical carcinogens. This factor, in combination with the improvement of oncological care, might be expected to have lead to a decline of cancer incidence and mortality in the region. To assess trends of cancer incidence and mortality in Kemerovo Region, we therefore carried out an analysis of relevant epidemiological data during 1991-2010. In fact, a significant increase of cancer incidence overall was revealed during 2001-2010. Male cancer incidence was significantly higher than female cancer incidence. Regarding gastric cancer incidence, statistically significant differences during 2001-2010 were found only for men, and male incidence exceeded female incidence. Concerning colorectal cancer incidence, it was lower during 2001-2005 and 2006-2010 as compared to the period of 1991-1996. Lung cancer incidence was significantly higher during 1991-2000 compared to 2001-2010. Among urban populations, cancer incidence was higher in comparison with rural population, but a gradual steady convergence of trends of cancer incidence among urban and rural populations was noted. Lung cancer, breast cancer, colorectal cancer, non-melanoma skin cancer, and gastric cancer are the most prevalent cancer forms in Kemerovo Region. There were no differences in cancer mortality between 2001-2005 and 2006-2010; however, male cancer mortality exceeded female cancer mortality. A similar situation was observed for gastric cancer, colorectal cancer, and lung cancer. Cancer mortality among urban populations exceeded mortality among rural population, for both genders. We suggest that these data can be used for development of modern programs of cancer prevention and early diagnostics in industrial regions of Siberia.

• Annals of Rehabilitation Medicine
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• 제42권6호
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• pp.838-845
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• 2018

Objective To investigate the effect of a rehabilitation program in terms of De Morton Mobility Index (DEMMI) score, in hematologic cancer patients after chemotherapy. Methods Hematologic cancer patients admitted for chemotherapy were reviewed. They received a rehabilitation program during their hospital stay. DEMMI score measurement was performed, before and after rehabilitation. Demographics, diagnosis, chemotherapy information, rehabilitation program duration, mortality, body mass index (BMI), and laboratory test results were collected. For analysis, patients were classified according to diagnosis (multiple myeloma, leukemia, and others), mortality, and additional chemotherapy. Results There was statistically significant improvement in DEMMI score of 10.1 points (95% confidence interval, 5.9-14.3) after rehabilitation. It was more evident in the multiple myeloma group, and they revealed less mortality. When patients were divided according to mortality, survivors received the program earlier, and in a shorter period than in mortality cases. Although survivors revealed higher initial DEMMI score, improvement after rehabilitation did not differ significantly. Conclusion In hematologic cancer patients, rehabilitation program was effective for recovery from deconditioning, revealing significant increase in DEMMI score. Multiple myeloma patients may be good candidates for rehabilitation. Rehabilitation could be sustained during chemotherapy and for high-risk patients.

• 한국의료질향상학회지
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• 제7권2호
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• pp.218-228
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• 2000

Background : Among 'structure', 'process' and 'outcome' approaches, outcome evaluation is considered as the most direct and best approach to assess the quality of health care providers. Risk-adjustment is an essential method to compare outcome across providers. This study has aims to judge performance of hospitals by severity adjusted mortality rates of coronary artery bypass graft (CABG) surgery. Methods : Medical records of 584 patients who got the CABG surgery in 6 general hospitals during 1996 and 1997 were reviewed by trained nurses. The MedisGroups was used to quantify severity of patients. The predictive probability of death was calculated for each patient in the sample from a multivariate logistic regression model including the severity score, age and sex. For evaluation of hospital performance, we calculated ratio of observed number to expected number of deaths and z score [(observed number of deaths - expected number of deaths)/square root of the variance in the number of deaths], and compared observed mortality rate with confidence interval of adjusted mortality rate for each hospital. Results : The overall in-hospital mortality was 7.0%, ranged from 2.7% to 15.7% by hospital. After severity adjustment the mortality by hospital was from 2.7% to 10.7%. One hospital with poor performance was distinctly divided from others with good performance. Conclusion : In conclusion, severity-adjusted mortality rate of CABG surgery might be applied as an indicator for hospital performance evaluation in Korea. But more pilot studies and improvement of methodologies has to be done to use it as quality indicator.

• 한국인구학
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• 제9권2호
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• pp.53-66
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• 1986

This study was carried out to determine the mortality level and it's related demographic factors in Korea since 1942. In order to clarify the changes in structure of mortality and the causes of death, the indices such as Crude Death Rate(CDR) or Life Expectancy at Birth were used. The author examined the mortality levels and major causes of death and performed the relevant demographic analysis. The followings are the summary of this study: 1. The CDR declined rapidly till 1960's. Such improvement slowed down from 1960's to mid 1970's and stabilized afterwards. It was due to the change of age composition, namely, the increase of aging population. 2. The Life Expectancy at Birth increased rapidly till mid 1960's. But elongation of the Life Expectancy slowed down after then. Especially in female, it slowed down more. 3. Changing patterns of major causes of death summarize that, till 1960's infectious diseases were major causes of death, but recently non-infectious diseases like chronic degenerative diseases became more prevalent. 4. The elongation of Life Expectancy at Birth till mid 1960's was mainly resulted by $_4{q}_1$. But the major contributing factor of the improvement in Life Expectancy at Birth in female is he reduction of $_$\infty${q}_{50}$ recently. In male, the improvement in Life Expectancy at Birth is due to the reduction of $_1{q}_0$. recently. 5. The age-sex-specific mortality rates revealed that $_n{q}_x$ declined in common throughout the period, even though there exists some variability of their ranges as age changes. Consequently, this study seems to suggest that the demographic transition in Korea occurred between late 1960's and early 1970's. In other words, the rapid change before late 1960's was eased in early 1970's. The slow change in this period caused a stabilizing pattern. Therefore, the population change is expected to be stabilized continuously.