随机死亡率模型的拟合与预测——基于中国男性人口死亡率数据的比较分析

发布时间：2018-06-02 10:24

本文选题：随机死亡率模型 + Lee-Carter模型　；参考：《保险研究》2017年09期

【摘要】：生活方式的改变、医学的进步和遗传学的新发现都会使人的预期寿命变得不确定。本文针对中国人口死亡率历史数据(0~89岁男性数据),利用贝叶斯信息准则和嵌套模型的似然比检验等方法,比较了8种目前流行的随机死亡率模型的拟合效果;同时,检验了这8种随机死亡率模型预测结果的生物合理性和稳定性,并比较了它们的预测效果。结果表明,由Lee-Carter模型拓展而来的Age-Period-Cohort模型最适合于拟合和预测中国的人口死亡率,这为我国寿险企业和养老金机构的死亡率风险管理提供了科学依据。
[Abstract]:Lifestyle changes, advances in medicine and new discoveries in genetics make life expectancy uncertain. In this paper, we compare the fitting results of eight popular random mortality models by using Bayesian information criterion and likelihood ratio test of nested models in view of the historical data of Chinese population mortality of 89 years old. The biological rationality and stability of the predicted results of the eight stochastic mortality models were tested and their prediction results were compared. The results show that the Age-Period-Cohort model developed from the Lee-Carter model is most suitable for fitting and forecasting the mortality rate in China, which provides a scientific basis for the risk management of mortality in life insurance enterprises and pension institutions in China.
【作者单位】：中南林业科技大学经济学院;湖南大学金融与统计学院;
【基金】：湖南省社科基金项目(11YBA343);(14YBA093) 省情与决策咨询项目(2012BZZ29) 湖南省教育厅优秀青年项目(17B286) 中南林业科技大学青年基金重点项目(2012ZD05)的阶段性研究成果
【分类号】：F842.6;R195

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