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« Ce mémoire aborde la notion de transformation impliquée dans la pratique et l'évolution du savoir d'expérience d'enseignants du primaire. Plusieurs critiques, particulièrement celles provenant des enseignants, laissent supposer que le savoir d'expérience se constitue en rupture des savoirs de formation. L'hypothèse développée porte sur l'existence d'un passage entre différentes connaissances déterminées par d'autres (disciplinaire, curriculaire, pédagogique) et la façon personnelle qu'a l'enseignant de les traduire et de se les réapproprier dans le contexte de sa pratique. Ce passage entraînerait une sorte de transformation des savoirs. Pour explorer cette problématique, la tâche de l'enseignement en rapport avec la gestion des contenus a été retenue. À partir de l'analyse critique d'un concept proposé par L. S. Shulman, le pedagogical content knowledge, une autre interprétation de cette notion a été développée. Une exploration empirique de la nouvelle définition a été réalisée auprès de quatre enseignants du primaire d'expérience de la région de Québec. »--Page ii

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.

台灣地區的人口隨著生育率及死亡率的雙重下降而呈現快速老化，其中生育率的降低影響尤為顯著。民國50年時，台灣平均每位婦女生育5.58個小孩，到了民國70年卻只生育1.67個小孩，去年（民國90年）生育率更創歷年新低，只有1.4。死亡率的下降可由平均壽命的延長看出，民國75年時男性為70.97歲，女性為75.88歲；到了民國90年，男性延長到72.75歲，女性延長到78.49歲。由於生育率的變化幅度高於死亡率，對人口結構的影響較大，因此本文分成兩個部份，主要在研究台灣地區15至49歲婦女生育率的變化趨勢，再將研究結果用於台灣地區未來人口總數及其結構的預測。 　　本研究第一部分是生育率的研究，引進Gamma函數、Gompertz函數、Lee-Carter法三種模型及單一年齡組個別估計法，以民國40年至84年（西元1951年至1995年）的資料為基礎，民國85年至89年（西元1996年至2000年）資料為檢測樣本，比較模型的優劣，尋求較適合台灣地區生育率的模型，再以最合適的模型預測民國91年至140年（西元2002年至2051年）的生育率。第二部分是人口推估，採用人口變動要素合成方法（Cohort Component Projection Method）推估台灣地區未來50年的人口總數及其結構，其中生育率採用上述最適合台灣地區的模型、死亡率則引進國外知名的Lee-Carter法及SOA法（Society of Actuaries），探討人口結構，並與人力規劃處的結果比較之。 / Both the fertility rate and mortality rate have been experiencing dramatic decreases in recent years. As a result, the population aging has become one of the major concerns in Taiwan area, and the proportion of the elderly (age 65 and over) increases promptly from 2.6% in 1965 to 8.8% in 2001. The decrease of fertility rate is especially significant. For example, the total fertility rate was 5.58 in 1961, and then decreases dramatically to 1.67 in 1981 (1.4 in 2001), a reduction of almost 70% within 20 years. 　　The goal of this paper is to study the population aging in Taiwan area, in particular, the fertility pattern. The first part of this paper is to explore the fertility models and decide which model is the most suitable based on age-fertility fertility rates in Taiwan. The models considered are Gamma function, Gompertz function, Lee-Carter method and individual group estimation. We use the data from 1951 to 1995 as pilot data and 1996 to 2000 as test data to judge which model fit well. The second part of this study is to project the Taiwan population for the next 50 years, i.e. 2002-2051. The projection method used is Cohort Component Projection method, assuming the population in Taiwan area is closed. We also compare our projection result to that by Council for Economic Planning and Development, the Executive Yuan of the Republic of China.

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

對於商業保險公司和政府單位而言，死亡率的改善和未來死亡率的預估一直是一大重要議題。特別是對於退休金相關的社會保險、勞退或是商業年金、壽險等等，如何找尋一個準確的預估模式對未來的死亡率改善情況進行預測，並釐訂合理的保費及提列適當的準備金，是對於一個保險制度能否永續經營的重要因素。過去所使用的配適方法，大多僅以單一群體的過去資料輔助未來的預測，例如 Li and Carter (1992)所提出的 Lee-Carter Model，或是 Bell (1997)使用主成分分析法 (Principal Component Analysis, PCA)等僅針對單一群體本身變數進行分析之方式。然而綜觀全球死亡率改善趨勢，可發現國與國間、組與祖間雖有不同，但仍具備共同的趨勢。因此在考慮未來的死亡率配適方面，應加入組與組間的共同因子 (common factors) 進行考量。 Li and Lee (2005)曾提出 Augmented Lee-Carter Model，即對原本的Lee-Carter Model進行修正，加入共同因素項，並且得到更好的預測效果。 本文則採用考慮共同因子之主成分分析原理建構多重群體死亡率模型，即透過主成分分析法，同時考慮不同群體間的死亡率，並以台灣男性和女性1970年至2010年的死亡率資料，做為兩個子群體進行分析。本文使用之主成分分析法模式，和 Lee-Carter Model (Li and Carter, 1992) 和 Augmented Lee-Carter Model (Li and Lee, 2005)，以MAPE法對個別的預測能力進行分析，並得出採用PCA的模式，在預測男性短年期(5年)內的預估能力屬精確(MAPE 介於10%~20%之間)，然而在長期預估下容易失準，且所有使用的模型，在配適台灣資料時皆發生無法準確預估嬰幼兒期(0~3歲)和老年期(80歲以上)之情形。本文並以所有模型預估之死亡率計算保險公司之準備金與保費提列，並與第五回經驗生命表進行比較。 / For governments and life insurance companies, mortality rates are one of the key factors in determining premiums and reserves. Ignoring or miscalculating mortality rates might have negative influences in pricing. However, most of the mortality models do not consider the common trends between groups. In this article, we try to construct the mortality structure which considering common trends of multi-groups populations with principal component analysis (PCA) method. We choose 9 factors to set up our model and fit with the actual data in Taiwan’s gender mortality. We also compare the Lee-Carter Model (Lee and Carter, 1992) and the augmented Lee-Carter Model (Li and Hardy, 2012) with our common factors PCA model, and we find that the PCA model has the least MAPE than other model in five years forecasting in both genders. After finishing basic analysis, we use the mortality data of Taiwan (1970 to 2010) from human mortality database to construct the life expectancy model. We adopt the same criteria to choose the components we need. We also compare the level premium and reserves by different forecasting mortality rates. All of the models indicate life insurance companies to provide higher reserves and level premium than using the 5th TSO experience mortality rare. We will do following research by using company-specific data to construct unique life expectancy model.

近年隨著油價、物價上漲所導致的通貨膨脹風險，壽險業者以增額型終身壽險來吸引潛在消費者。另外，由於醫療技術的進步，使得死亡率逐年改善，因此將造成保單在設計時可能將遭受到長壽風險的影響。本篇文章的主要目的即探討長壽風險對於保單責任準備金的影響，並以增額型終身壽險作為本文主要分析標的。首先建構死亡率模型(Lee-Carter模型)，用來配適並模擬死亡率，接著探討增額型終身壽險在各保單年度下之現金流量以及責任準備金的提存，進一步再引進不同的死亡率來探討其現金流量分佈情形與責任準備金之提存。本文研究結果發現，在保險公司未採用遞迴方式計算保費時，當繳費期間愈短、複利利率愈高以及投保年齡愈低時，保險公司所面臨之長壽風險愈大，其後在帶入各種不同死亡率模型，發現死亡改善率愈高，保險公司所面臨之長壽風險愈大，而保險公司在提存責任準備金時，並未考慮到死亡改善率的部分，此對保險公司的財務健全將造成隱憂，本文於此部分建議監理機關透過法規(RBC)的制訂，調整準備金提存的係數，以降低長壽風險對保險公司財務之衝擊。 關鍵字：長壽風險、死亡率模型、增額型終身壽險、保單責任準備金、增額準備金、Lee-Carter Model以及RBC制度。 / With the improvement of medical technology, the life expectancy around the world is increasing year by year during the past decade. Therefore, the increasing whole life insurance policy is popular during these years because its benefits are escalating with time and policyholders think they could gain more benefits when they live longer. Like annuity policies, the increasing whole life insurance could also suffer from the longevity risk, which may have enormous impact on the financial statements of insurers. The purpose of this paper is to discuss the impact of longevity risk on reserves, based on increasing whole life insurance policy. First, we construct Lee-Carter model to fit and simulate mortality rate and assume different mortality improvements from the 2002 Taiwan Standard Ordinary Experience Mortality Table (2002TSO) for further comparisons. And then, we construct a simple model to analyze the cash flows of the increasing whole life policies based on the mortality rates we observed. By constructing a simple model and simulation, we find that if the insurance company does not correctly estimate longevity risk, the insurance company will lose money on the increasing whole life policies. In order to mitigate the insufficiency of life insurers for the increasing whole life policies, we try to provide some supervision suggestion from the view of the risk-based capital (RBC) requirements. We calculate the factor of insurance risk (C2) of RBC requirements because this factor represents the surplus needed to provide for excess claims over expected, both from random fluctuations and from inaccurate pricing for future levels of claims. Keywords: longevity risk, increasing whole life insurance policy, Lee-Carter model, risk-based capital (RBC).

本篇論文主要討論在死亡率改善不確定性之下的避險策略。當保險公司負債面的人壽保單是比年金商品來得多的時候，公司會處於死亡率的風險之下。我們假設死亡率和利率都是隨機的情況，部分的死亡率風險可以經由自然避險而消除，而剩下的死亡率風險和利率風險則由零息債券和保單貼現商品來達到最適避險效果。我們考慮mean variance、VaR和CTE當成目標函數時的避險策略，其中在mean variance的最適避險策略可以導出公式解。由數值結果我們可以得知保單貼現的確是死亡率風險的有效避險工具。 / This paper proposes hedging strategies to deal with the uncertainty of mortality improvement. When insurance company has more life insurance contracts than annuities in the liability, it will be under the exposure of mortality risk. We assume both mortality and interest rate risk are stochastic. Part of mortality risk is eliminated by natural hedging and the remaining mortality risk and interest rate risk will be optimally hedged by zero coupon bond and life settlement contract. We consider the hedging strategies with objective functions of mean variance, value at risk and conditional tail expectation. The closed-form optimal hedging formula for mean variance assumption is derived, and the numerical result show the life settlement is indeed a effective hedging instrument against mortality risk.

This study analyses five British translations of Bertolt Brecht's 'Mutter Courage und ihre Kinder'. Two of these translations were written by speakers of German, and three by well-known British playwrights with no knowledge of the source text language. Four have been produced in mainstream British theatres in the past twenty-five years. The study applies translation studies methodology to a textual analysis which focuses on the translation of techniques of linguistic "Verfremdung", as well as linguistic expression of the comedy and of the political dimension in the work. It thus closes the gap in current Brecht research in examining the importance of his idiosyncratic use of language to the translation and reception of his work in the UK. The study assesses the ways in which the translator and director are influenced by Brecht's legacy in the UK and in turn, what image of Brecht they mediate through the production on stage. To this end, the study throws light on the formation of Brecht's problematic reputation in the UK, and it also highlights the social and political circumstances in early twentieth century Germany which prompted Brecht to develop his theory of an epic theatre. The focus on a linguistic examination allows the translator's contribution to the production process to be isolated. Together with an investigation of the reception of each performance text, this in turn facilitates a more accurate assessment of the translator and director's respective influence in the process of transforming a foreign-language text onto a local stage. The analysis also sheds light on the different approaches taken by speakers of German, and playwrights creating an English version from a literal translation. It pinpoints losses in translation and adaptation, and suggests how future versions may avoid these.

The thesis deals with a new concept of foreign policy conducted by the President of the Republic of Korea Lee Myung-bak. With special emphasis on the aspects of previous period, the thesis analyzes the formation of the global status of the Republic of Korea in international relations after 2008. Furthermore, it describes the political development of country's international status in its ups and downs and evaluates the causes and consequences of its way to develop international relations. On the level of international system, the thesis interprets in depth selected current international issues in East Asia, relations with neighboring countries as well as economic and cultural issues that directly determine the reconfiguration of existing foreign policy of the Republic of Korea.