The objectives of this study are to provide a comprehensive assessment of inequalities in infant and under-five years¿ child survival, access to and utilisations of child health services among different socio-economic groups in Ethiopia; and identify issues for policies and programmes at national and sub-national levels. This thesis examines the effect of parental socioeconomic status, maternal and delivery care services, mothers¿ bio-demographic and background characteristics on the level of differences in infant and under-five years¿ child survival and access to and utilisation of child health services. Descriptive and multivariate analyses were carried out for selected variables in the literature which were consider as the major determinants of infant mortality rate (IMR) and under-five years¿ child mortality rate (U5MR); access to and utilisations of child health services based on data from Ethiopian demographic and health survey (EDHS), covering the years 2000-2005. In the multivariate analysis a logit regression model was used to estimates inequalities in infant and under-five years¿ child survival, and inequalities in access to and utilisation of child health services. In Ethiopia, little was known about inequalities in IMR and U5MR, and inequalities in access to and utilisation of child health services. Besides, there is no systematic analysis of health inequalities and into its determinants using logistic regression. According to the available literature, this is the first comprehensive and systematic analysis of inequality of health in Ethiopia. The findings show that compared to under-five years¿ children of mothers¿ partners¿ with no work, mothers¿ partners¿ in professional, technical and managerial occupations had 13 times more chance of under-five years¿ child survival for 2000 weighted observations. In addition, compared to infants of mothers who were gave birth to one child in last 5 years preceding the survey, infants of mothers who were gave birth to 2 children in last 5 years preceding the survey had 70% less chance of infant survival while infants of mothers who were gave birth to 3 or more children had 89% less chance of infant survival for 2000 weighted observations. Moreover, this study finding also indicates that inequalities increased significantly in the five years period between 2000 and 2005 among mothers with different birth interval. Most of the relations between birth interval and receiving childhood immunisation for vaccine-preventable diseases were statistically significant. Moreover compared to non-educated mothers, mothers who completed secondary and higher education were nearly 10 times more likely to receive DPT3 immunisation for their young children. This study concludes that policy measures that tackle health inequalities will have a positive impact in the implementation of health sector strategy of Ethiopia. Health inequalities studies in Ethiopia and Sub-Saharan Africa (SSA) countries should focus on systematic analysis of different socio-economic groups. The finding of this study support investing in the Ethiopia¿s health extension package (HEP) is a necessary but not sufficient condition for addressing rural poor health problem. HEP is successful in increasing primary health care coverage in rural Ethiopia to 89.6% (FMOH, 2009) but unable to reduce Ethiopia¿s higher level of IMR and U5MR. HEP is one of the success stories that address the rural poor health problem and can also be adapted to developing countries of SSA. The finding also shows that the success stories such as health insurance programs like Rwanda (World Bank, 2008a) and Ethiopia (FMOH, 2009/10) will play a key role in achieving country¿s health care financing goal of universal coverage. This can also be replicated in the developing SSA countries.

台灣地區居民近年的死亡率下降速度加快，使得我國國民的平均壽命在公元2000年已超過美國，成為長壽的國家之一。其中我國國民死亡率的下降幅度因年齡而不同，且各個年代、世代也不相同，與APC（Age-Period-Cohort）模型採年齡、年代與世代三個因子分析死亡率頗為一致，因此本文計畫以APC模型研究台灣的死亡率。然而，由於「年代＝年齡＋世代」之線性相關，參數估計值有甄別問題（Identification Problem），使得參數估計值不唯一。 文獻中有不同方法解決APC模型的參數估計問題，近年又有Fu（2000）提出之本質估計量（Intrinsic Estimator），可直接解決參數估計及其變異數。因此本文首先以電腦模擬驗證本質估計量，以及過去其他估計方法，檢測這些方法是否可得出理論的結果。本文的第二部分則以西元1961至2005年的資料探討APC模型的實用性，分析APC與Lee-Carter模型的優劣；研究發現APC模型用於估計死亡率時，整體而言雖不如Lee-Carter模型，但可彌補Lee-Carter模型在高年齡有較大誤差的不足，唯在年輕族群則仍有改善空間，未來或可考慮APC與Lee-Carter模型的結合。 / The mortality rates in Taiwan area have been experiencing dramatic decreases in recent years. The life expectancy has surpassed that in the United States in 2000 and Taiwan has become one of the longevity countries. Besides, the falling of mortality rates varies in different age, period, and cohort groups, which corresponds to the APC (Age-Period-Cohort) model. Therefore, the goal of this paper is to study the mortality rates in Taiwan area with APC model. However, due to the linear dependency of age, period and cohort (Period = Age + Cohort), there is the identification problem, that is, the parameter estimates are not unique. A number of solutions to the identification problem in APC model have been provided in the literature. Fu (2000) introduce a new estimator, the Intrinsic Estimator (IE), which can solve parameter estimates and variance directly. In the first part of this research, computer simulation is conducted to examine the IE, compared with other methodologies. In the second part of this research, data from 1961 to 2005 are used for verifying the validity of APC model in fitting mortality rates, and we analyze the strengths and weaknesses between the APC and Lee-Carter model. The results from our study indicate that the APC model in estimating mortality rates does not show as well as the Lee-Carter model as a whole. However, the APC model performs better than the Lee-Carter model for the elderly mortality rates, but is still needed to be improved in young groups. In the future, it can be considered to combine the APC and Lee-Carter model.

20世紀以來，因為衛生醫療等因素的進步，各年齡死亡率均大幅下降，使得平均壽命大幅延長。壽命延長的效果近年逐漸顯現，其中的人口老化及其相關議題較受重視，因為人口老化已徹底改變國人的生活規劃，死亡率是否會繼續下降遂成為熱門的研究課題。描述死亡率變化的模型很多，近代發展的Age–Period–Cohort模型(簡稱APC模型)，同時考慮年齡、年代與世代三個解釋變數，是近年廣受青睞的模型之一。這個模型將死亡率分成年齡、年代與世代三個效應，常用於流行病學領域，探討疾病、死亡率是否與年齡、年代、世代三者有關，但一般僅作為資料的大致描述，本研究將評估APC模型分析死亡率的可能性。 APC模型最大的問題在於不可甄別(Non–identification)，即年齡、年代與世代三個變數存有共線性的問題，眾多的估計APC模型參數方法因應甄別問題而生。本研究預計比較七種較常見的APC模型估計方法，包括本質估計量(IE)、限制的廣義線性模型(cglim_age、cglim_period與cglim_cohort)、序列法ACP、序列法APC與自我迴歸模型(AR)，以確定哪一種估計方法較為穩定，評估包括電腦模擬與實證分析兩部份。 電腦模擬部份比較各估計方法，衡量何者有較小的年齡別死亡率及APC參數的估計誤差；實證分析則考慮交叉分析，尋找用於死亡率預測的最佳估計方法。另外，也將以蒙地卡羅檢驗APC的模型假設，以確定這個模型的可行性。初步研究發現，以台灣死亡資料做為實證，本研究考量的估計方法在估計年齡別死亡率大致相當，只是在年齡–年代–世代這三者有不同的詮釋，且模型假設並非很符合。交叉分析上，Lee–Cater模型及其延展模型相對於APC模型有較小的預測誤差，整體顯示Lee–Cater 模型較佳。 / Since the beginning of the 20th century, the human beings have been experiencing longer life expectancy and lower mortality rates, which can attributed to constant improvements of factors such as medical technology, economics, and environment. The prolonging life expectancy has dramatically changed the life planning and life style after the retirement. The change would be even more severe if the mortality rates have larger reduction, and thus the study of mortality become popular in recent years. Many methods were proposed to describe the change of mortality rates. Among all methods, the Age-Period-Cohort model (APC) is a popular method used in epidemiology to discuss the relation between diseases, mortality rate, age, period and cohort. Non-identification (i.e. collinearity) is a serious problem for APC model, and many methods used in the procedure included estimation of parameter. In the first part of this paper, we use simulation compare and evaluate popular estimation methods of APC model, such as Intrinsic Estimator (IE), constrained of age, period and cohort in the Generalized Linear Model (c–glim), sequential method, and Auto-regression (AR) Model. The simulation methods considered include Monte-Carlo and cross validation. In addition, the morality data in Taiwan (Data sources: Ministry of Interior), are used to demonstrate the validity and model assumption of these methods. In the second part of this paper, we also apply similar research method to the Lee-Carter model and compare it to the APC model. We found Lee–Carter model have smaller prediction errors than APC models in the cross–validation.

Ce mémoire de recherche a pour objectif d’obtenir une mesure approximative de la mortalité des hommes médecins au Québec retenus dans l’étude. En plus d’analyser l’évolution de la mortalité de ces médecins pendant les périodes 1993-1998, 1999-2004 et 2005-2010, leur mortalité est comparée à celle de l’ensemble de la population masculine québécoise. Nous comparons également la mortalité des médecins omnipraticiens à celle des médecins spécialistes. Les données utilisées dans le cadre de ce mémoire proviennent d’un fichier administratif du Collège des médecins du Québec, qui contient des informations concernant un certain nombre de médecins qui ont obtenu un permis pour pratiquer la médecine au Québec, sans égard à leur statut au sein du Collège à la date de l’émission du fichier. Ces données n’ont pas été collectées à des fins statistiques et ainsi le fichier présente certaines limitations qui ont restreint nos analyses de mortalité, notamment le fait qu’elles ne nous fournissent pas la population à risque de décéder durant chacune des périodes étudiées. Cependant, même étant consciente que des biais se produiraient, nous avons calculé deux estimations de l’exposition au risque de mourir chez les médecins, en essayant de pallier le plus possible les limites du fichier. À partir de la première méthode de calcul, nous avons estimé les taux de mortalité par groupes quinquennaux d’âge entre 40 et 75 ans pour les médecins inscrits au tableau des membres. En contrepartie, à partir de la deuxième méthode de calcul, nous avons obtenu des taux de mortalité pour les mêmes groupes d’âge pour les médecins de tous statuts confondus et enregistrés dans le fichier de données. Nous croyons à des mesures acceptables de la mortalité des hommes médecins en autant qu’elle soit analysée en tenant compte de toutes les limites des données. Les résultats obtenus démontrent une diminution de la mortalité des hommes médecins d’une période à l’autre, mais les différences ne sont significatives que pour les groupes d’âge à partir d’environ 60 ans, surtout lorsque les taux des périodes 1993-1998 et 2005-2010 sont comparés. De plus, pour toutes les périodes analysées, la mortalité de l’ensemble de la population masculine québécoise s’avère plus élevée que celle des hommes médecins enregistrés dans le fichier de données et cela pour les deux méthodes de calcul de l’exposition au risque de décéder considérées. Finalement, cette étude ne montre pas de différence significative entre la mortalité des hommes médecins omnipraticiens et celle des hommes médecins spécialistes. / The goal of this research is to obtain an approximate measurement of the mortality of male physicians in the province of Quebec who are considered under this study. Physicians’ mortality rates were analyzed in terms of changes between the years 1993-1998, 1999-2004 and 2005-2010, as well as being compared with the mortality rates of Quebec men at large. In addition, the mortality rates of male general practitioners were compared to those of physicians practicing a medical specialty. The data used in the production of this paper is derived from an administrative file provided by the Collège des médecins du Québec, which contains information on a certain number of physicians who had previously obtained a permit to practice medicine in the province, irrespective of their status within the Collège at the time that the file was released. This data was not collected for statistical purposes and therefore, the file presents certain constraints that restrict our mortality analysis, in particular due to the absence of information regarding the population at risk of death in each of the periods studied here. That said, while we were conscious of the bias that could result from this, we have produced two estimates of these physicians' exposure to risk of death, in order to try to compensate for the file's limitations, in as much as possible. By using the first method of calculation, we have assessed mortality rates for quinquennial age groups of physicians between the ages of 40 and 75 that are currently part of the membership roll. Using the second method of calculation, we obtained mortality rates for physicians belonging to the same age groups, except that this time, registered physicians of all statuses were considered. We believe the mortality measurements for male physicians are acceptable as long as any analysis thereof doesn’t overlook the limitations of the data. The results obtained demonstrated a reduction in mortality among male physicians from one period to the next, but the differences were only significant for groups above the age of 60, especially upon comparing the periods of 1993-1998 and 2005-2010. In addition, during every period studied, mortality rates among the province's entire male population proved to be higher than the mortality rates among the registered male physicians present in the file; this result was obtained for both methods of calculation of the exposure to risk of death. Finally, this study did not demonstrate a significant difference between mortality among general practitioners and specialists.

重大傷病是我國全民健保的主要特色之一，民國105年重大傷病領證人數為95萬6626人（約4%人口），但其醫療費用超過全國四分之一，且盛行率有逐年上升的趨勢（資料來源：衛生福利部中央健康保險署）。其中，癌症又為重大傷病的首位，佔了重大傷病發證數的49%，雖然癌症發生率每年僅些微上升，但因罹癌後死亡率也逐年下降，而且癌症發生率隨年齡而增加，預期癌症盛行率將隨人口老化而快速上升，醫療利用與支出亦會愈趨上升，加重健保財務的負擔。有鑑於癌症盛行率的增加，健保署於兩年前提高癌症病患換新卡的資格，於103年停發約1萬7000張癌症領證數，但追根究底的解決之道仍在於及早發現與治療，不僅可提昇國民健康，更可有效率使用醫療資源。 本文使用全民健康保險資料庫，以探討國人罹癌前後的健康狀況為目標。透過資料庫的就醫資料，包括重大傷病證明明細檔（HV）、重大傷病門診處方及治療明細檔（HV_CD）、承保資料檔（ID）、2005年百萬人抽樣檔之門診處方及治療明細檔（CD），套用大數據的資料分析方法，探討國人罹患癌症的相關特性。首先對癌症病患進行基本資料之分析，接著探討不同準則下在判定癌症發生與罹癌死亡人數之間的估算差異，整合HV與HV_CD兩個資料庫，選擇可信度較高的方式作為估算癌症發生率與罹癌死亡率的基礎。研究發現，以退保資訊判斷癌症患者是否死亡，錯誤率優於先前根據就醫記錄。本文研究希冀可供政府擬定癌症相關的醫療策略，提高癌症病患的就醫意願及治癒率，增進國人健康，並且有效控制健保支出。

Ce mémoire de recherche a pour objectif d’obtenir une mesure approximative de la mortalité des hommes médecins au Québec retenus dans l’étude. En plus d’analyser l’évolution de la mortalité de ces médecins pendant les périodes 1993-1998, 1999-2004 et 2005-2010, leur mortalité est comparée à celle de l’ensemble de la population masculine québécoise. Nous comparons également la mortalité des médecins omnipraticiens à celle des médecins spécialistes. Les données utilisées dans le cadre de ce mémoire proviennent d’un fichier administratif du Collège des médecins du Québec, qui contient des informations concernant un certain nombre de médecins qui ont obtenu un permis pour pratiquer la médecine au Québec, sans égard à leur statut au sein du Collège à la date de l’émission du fichier. Ces données n’ont pas été collectées à des fins statistiques et ainsi le fichier présente certaines limitations qui ont restreint nos analyses de mortalité, notamment le fait qu’elles ne nous fournissent pas la population à risque de décéder durant chacune des périodes étudiées. Cependant, même étant consciente que des biais se produiraient, nous avons calculé deux estimations de l’exposition au risque de mourir chez les médecins, en essayant de pallier le plus possible les limites du fichier. À partir de la première méthode de calcul, nous avons estimé les taux de mortalité par groupes quinquennaux d’âge entre 40 et 75 ans pour les médecins inscrits au tableau des membres. En contrepartie, à partir de la deuxième méthode de calcul, nous avons obtenu des taux de mortalité pour les mêmes groupes d’âge pour les médecins de tous statuts confondus et enregistrés dans le fichier de données. Nous croyons à des mesures acceptables de la mortalité des hommes médecins en autant qu’elle soit analysée en tenant compte de toutes les limites des données. Les résultats obtenus démontrent une diminution de la mortalité des hommes médecins d’une période à l’autre, mais les différences ne sont significatives que pour les groupes d’âge à partir d’environ 60 ans, surtout lorsque les taux des périodes 1993-1998 et 2005-2010 sont comparés. De plus, pour toutes les périodes analysées, la mortalité de l’ensemble de la population masculine québécoise s’avère plus élevée que celle des hommes médecins enregistrés dans le fichier de données et cela pour les deux méthodes de calcul de l’exposition au risque de décéder considérées. Finalement, cette étude ne montre pas de différence significative entre la mortalité des hommes médecins omnipraticiens et celle des hommes médecins spécialistes. / The goal of this research is to obtain an approximate measurement of the mortality of male physicians in the province of Quebec who are considered under this study. Physicians’ mortality rates were analyzed in terms of changes between the years 1993-1998, 1999-2004 and 2005-2010, as well as being compared with the mortality rates of Quebec men at large. In addition, the mortality rates of male general practitioners were compared to those of physicians practicing a medical specialty. The data used in the production of this paper is derived from an administrative file provided by the Collège des médecins du Québec, which contains information on a certain number of physicians who had previously obtained a permit to practice medicine in the province, irrespective of their status within the Collège at the time that the file was released. This data was not collected for statistical purposes and therefore, the file presents certain constraints that restrict our mortality analysis, in particular due to the absence of information regarding the population at risk of death in each of the periods studied here. That said, while we were conscious of the bias that could result from this, we have produced two estimates of these physicians' exposure to risk of death, in order to try to compensate for the file's limitations, in as much as possible. By using the first method of calculation, we have assessed mortality rates for quinquennial age groups of physicians between the ages of 40 and 75 that are currently part of the membership roll. Using the second method of calculation, we obtained mortality rates for physicians belonging to the same age groups, except that this time, registered physicians of all statuses were considered. We believe the mortality measurements for male physicians are acceptable as long as any analysis thereof doesn’t overlook the limitations of the data. The results obtained demonstrated a reduction in mortality among male physicians from one period to the next, but the differences were only significant for groups above the age of 60, especially upon comparing the periods of 1993-1998 and 2005-2010. In addition, during every period studied, mortality rates among the province's entire male population proved to be higher than the mortality rates among the registered male physicians present in the file; this result was obtained for both methods of calculation of the exposure to risk of death. Finally, this study did not demonstrate a significant difference between mortality among general practitioners and specialists.

La durée de vie humaine augmente dans le monde depuis quelques siècles. Cette augmentation a été plus importante que ne le prédisaient les spécialistes qui ont énoncé des limites. Malgré les incertitudes importantes sur l'avenir de la longévité, la biologie du vieillissement et ses applications semblent en passe de faire chuter les taux de mortalité aux grands âges, similairement à la chute des taux de mortalité infantile il y a 150 ans.L’industrie pharmaceutique prend conscience du potentiel des innovations biomédicales issues de la biologie du vieillissement, rachète des biotechs et développe des équipes en interne. Cela pourrait accélérer l'allongement de la vie.Cependant les tables des actuaires, à l'instar du modèle de type Lee Carter, tendent à prédire une décélération artificielle de la longévité et les risques calculés sont loin de représenter des avancées majeures issues de la biologie du vieillissement.Des modèles de mortalité future sont ici développés sans produire cette décélération. Il apparait qu'une augmentation voisine d'un trimestre par an était jusqu'à présent un meilleur prédicteur que les tendances de chaque pays. D'autres modèles prédisent des accélérations. Nous estimons les impacts sur les retraites.Les efforts pharmaceutiques en cours pour appliquer les résultats de la recherche biomédicale peuvent être craints du fait de leurs impacts sur les retraites. Nous étudions dans quelle mesure un méga fonds de longévité peut à la fois aider à financer les retraites par capitalisation et un grand nombre de développements pharmaceutiques: la mutualisation des risques cliniques permet de capter financièrement des succès biomédicaux liés à la longévité / The human lifespan has been increasing in the world for several centuries. This increase was greater than predicted by specialists who set limits to human age. Despite the significant uncertainties about the future of longevity, the biology of aging and its applications seem about to make old age mortality rates drop, at it happened to infant mortality 150 years ago.The pharmaceutical industry is becoming aware of the potential of biomedical innovations stemming from the biology of aging. It invests in biotechs and develops internal teams. This could accelerate life extension.In parallel, actuarial tables tend to artificially predict longevity decelerations, as for the Lee Carter model, and calculated longevity risks are far from representing major advances from biology of aging.Here, models that do not produce deceleration are developed. It appears that an increase of around one quarter per year was, until now, a better predictor than the trends of each country. Other models predict diverse accelerations, impacts on pensions are analyzed.Current pharmaceutical efforts to apply the results of biomedical research may be feared because of their impact on pensions. Here we study in what measure a longevity megafund can both help finance funded pension schemes and a large number of pharmaceutical developments: the pooling of clinical trial risks can financially capture longevity-related biomedical successes

政府為促進國人健康,並以社會保險的形式分攤弱勢團體的就醫需求,於民國84年開始實施全民健康保險,實施至今超過20年,而且納保率已高達99%。重大傷病證明是全民健保的主要特色之一,持有重大傷病證明卡的病患就醫時可免除部分負擔,減輕罹患重病患者的醫療負擔。截至106年2月約有4%國人領有重大傷病證明卡,但其醫療費用佔健保支出超過 27%,預期這兩個數值會因人口老化而逐年上升,使得重大傷病的相關議題越來越受到重視。 本文以全民健保資料庫中的重大傷病證明明細檔(HV)為基礎,以2005年百萬人抽樣檔之承保紀錄檔(ID)、門診處方及治療明細檔(CD)及住院醫療費用清單明細檔(DD)輔助,探究罹患重大傷病發生及死亡議題,提出判定發生、死亡的準則,並且依此分析各種疾病發生率與死亡率的關係。另外,本文也使用資料庫內容驗證重大傷病患者與非重大傷病患者之間醫療費用的差異,研究也發現新發生的病患就醫率偏低,並以國際疾病分類代碼驗證重大傷病門診處方及治療明細檔(HV_CD)資料抓取的準確性。 / Taiwan started National Health Insurance (NHI) in 1995, for more than 20 years, and more than 99% people are covered in this social insurance plan. It is believed that the NHI has further enhanced the health of Taiwan’s people.Catastrophic illness(CI)card is one of the key features in the NHI and people with this card can enjoy waiver of copayment and other medical benefits which reduce the financial burden of CI patients. For example, about 4% Taiwan’s population were with the CI card and they spend more than 27% of total medical expenditure of NHI. Since the probability with CI increases with age, the population aging and prolonging life are expected to worsen the financial burden of the NHI. Our goal is to explore the medical need and its trend of CI patients, via the data from the NHI Database, including Registry for catastrophic illness patients(HV), Registry for beneficiaries(ID), Inpatient expenditures by admissions(DD)and HV’s Ambulatory care expenditures by visits(HV_CD). Since the medical records do not cover all the required information, we propose several criteria for data analysis, such as the rules of judging whether the patients incur CI and the CI patients passed away. We found that the incidence rates and mortality rates of CI patients decrease with time. Also, there are questions about the data quality regarding the HV_CD database and more than 50% new CI patients do not have medical records of CI diseases.

[pt] Nesta tese, propomos quatro modelos dinâmicos para ajudar as seguradoras e fundos de pensão a medir e gerencias seus fatores de risco e seus planos de anuidade. Nos primeiros dois ensaios, propomos modelos de previsão de ganhos de longevidade de uma população, que é um importante fator de risco. No primeiro artigo, um modelo de séries temporais multivariado usando a abordagem SUTSE (seemingly unrelated time series equation) é proposto para prever ganhos de longevidade e taxas de mortalidade. No segundo artigo, um modelo estrutural multivariado com tendências estocásticas comuns é proposto para prever os ganhos de longevidade de uma população com uma curta série temporal de taxas de mortalidade, usando as informações de uma população relacionada, para qual uma longa série temporal de taxas de mortalidade é disponível. No terceiro artigo, outro importante fator de risco é modelado – taxas de cancelamento. Apresentamos um modelo estocástico multiestágio para previsão das taxas de cancelamento usando simulação de Monte Carlo depois de uma sequência de ajustes GLM, ARMA-GARCH e cópula multivariada ser executada. No quarto artigo, assumindo a necessidade de se avaliar as opções embutidas para manter a solvência dos planos de anuidade, propomos um modelo para mensuração das opções embutidas nos planos unit-linkeds brasileiros. / [en] In this thesis we propose four dynamic models to help life insurers and pension plans to measure and manage their risk factors and annuity plans. In the first two essays, we propose models to forecast longevity gains of a population, which is an important risk factor. In the first paper, a multivariate time series model using the seemingly unrelated time series equation (SUTSE) framework is proposed to forecast longevity gains and mortality rates. In the second paper, a multivariate structural time series model with common stochastic trends is proposed to forecast longevity gains of a population with a short time series of observed mortality rates, using the information of a related population for which longer mortality time series exist. In the third paper, another important risk factor is modeled – surrender rates. We propose a multi-stage stochastic model to forecast them using Monte Carlo simulation after a sequence of GLM, ARMA-GARCH and multivariate copula fitting is executed. Assuming the importance of the embedded options valuation to maintain the solvency of annuity plans, in the fourth paper we propose a model for evaluating the value of embedded options in the Brazilian unit-linked plans.

A quantitative, explorative, descriptive contextual study was conducted to determine to what extent the malaria control measures proposed by the Tanzanian government had been implemented by parents of children between the ages 0-5 years who lived in Bukumbi village. Structured interviews were conducted with 40 parents of children who had been admitted for malaria treatment during 2007, and the data analysed by computer. Although respondents had a basic knowledge of preventive measures they did not implement actions preventing the anopheles mosquitoes’ breeding in this tropical area. The vicious cycle of poverty, malaria episodes and lack of proper malaria health education hampered the implementation of control measures such as the spraying of houses with insecticides. Although the government of Tanzania subsidises insecticide treated bed nets the respondents did not maintain these nets and did not renew the insecticide treatment of these nets. The incidence of malaria is unlikely to decline in the Bukumbi village unless all identified factors are addressed. / Health Studies / M.A.