碩士 / 國立成功大學 / 財務金融研究所碩士在職專班 / 106 / By using time series analysis, this research explores how the personal annuity premium income varied and impacted in the elderly population and in the total population in Taiwan after the global financial tsunami. First of all, with the monthly data from year 2008 to year 2016, we find that the relationships among the personal annuity premium income, elderly population over 65 years old and total population are all positive in the long run, but on relationship in the short run. In addition, the Granger causality tests show that the Granger causality does exist between the personal annuity premium income and the total population. But, there is no Granger causality between the personal annuity premium income and the elderly population over 65 years old. Moreover, we found that the impulse of personal annuity premium income on the total population is higher than the impulse on the elderly population over 65 years old. Finally, based on the results of the variance decomposition, it reveals the deviation of the forecast error from the total population is much more influenced by the personal annuity premium income than that from the elderly population over 65 years old.
| Identifer | oai:union.ndltd.org:TW/106NCKU5304040 |
| Date | January 2018 |
| Creators | Chih-HsuoWang, 王子碩 |
| Contributors | Tse-Shih Wang, 王澤世 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 37 |
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