Type of Credit: Elective
Credit(s)
Number of Students
本課程介紹資料的修勻方法，其概念類似統計領域的估計密度函數，除了修勻方法論及其想法，也會以實務應用做為案例討論的素材。案例包括：國民生命表、經驗生命表的編算，死亡率及發生率等之實證模式建構。
能力項目說明
In this course, we will explore statistical methods used to revise (or smooth) the observed actuarial data. The intention of this smoothing is to replace the crude rates by a series of graduated rates which still preserves the general shape of the mortality curve. Such revision is also known as Graduation in actuaries. Related statistical methods and their ideas will be introduced and demonstrated by numerical examples and simulations. The majority of the materials presented are based on the textbook and recently published paper.
The students are expected to be familiar with the methods of life table construction and mortality study after finishing this course. This course can be helpful to students for finding jobs in insurance companies and government.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
預計有四次作業、一次期中報告、以及書面的期末報告。
|
週次 Week |
課程主題 Topic |
課程內容與指定閱讀 Content and Reading Assignment |
教學活動與作業Teaching Activities and Homework |
學習投入時間 Student workload expectation |
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|
課堂講授 In-class Hours |
課程前後 Outside-of-class Hours |
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|
1 |
Introduction |
教師自製投影片 |
教師講述 |
3小時 |
1小時預習 |
|
2 |
Moving Weighted Average |
教師自製投影片 |
教師講述 |
3小時 |
2小時複習 |
|
3 |
Whittaker Graduation |
教師自製投影片 |
教師講述； 第一次作業 |
3小時 |
2小時複習 |
|
4 |
Kernel Graduation |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
5 |
Smooth Interpolation |
教師自製投影片 |
教師講述 |
3小時 |
2小時複習 |
|
6 |
Parametric Graduation |
教師自製投影片 |
教師講述； 第二次作業 |
3小時 |
3小時複習 |
|
7 |
Bayesian Graduation |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
8 |
Mid-term Project |
參考文獻 |
分組討論； 期中報告 |
3小時 |
5小時預習 |
|
9 |
Discussions of Mid-term Project |
參考文獻 |
分組討論 |
3小時 |
3小時複習 |
|
10 |
Computer Simulation |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
11 |
Modeling Mortality Rates for the Elderly |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
12 |
Other Smoothing Methods |
教師自製投影片 |
教師講述； 第三次作業 |
3小時 |
3小時複習 |
|
13 |
Small Area Estimation |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
14 |
Mortality Improvement & Its Impact |
教師自製投影片 |
教師講述 |
3小時 |
3小時複習 |
|
15 |
Case Studies (Taiwan) |
參考文獻 |
教師講述； 第四次作業 |
3小時 |
5小時預習及複習 |
|
16 |
Case Studies (Other Countries) |
參考文獻 |
教師講述 |
3小時 |
5小時預習及複習 |
|
17 |
Longevity Risk |
參考文獻 |
分組討論 |
3小時 |
3小時複習 |
|
18 |
Final Project |
參考文獻 |
分組討論 |
3小時 |
3小時複習 |
There are regularly based homework, numerical projects, and one final project. The homework counts 40%, numerical projects 25%, and the final project 35%. The final project is due on 1/10/2025, and the one fails to hand in the final project will result "Fail" in the final grade.
修勻：統計在保險的應用(1997), 余清祥, 雙葉書局
Graduation: The Revision of Estimates (1985), by Dick London
My handouts and related papers
教師個人網站 http://csyue.nccu.edu.tw