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考虑死亡率组内差异的Lee-Carter模型的改进与应用 被引量:3

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摘要 文章在经典Lee-Carter模型的基础上,将各个时间、年龄组内的死亡率差异考虑入模型的构建中,提出死亡人口服从负二项分布的Lee-Carter模型改进形式,并运用中国1993~2009年分年龄分性别的死亡率对模型进行了量化分析。分析表明,改进后的模型优于经典泊松分布假设下的模型。模型残差图显示中国人口死亡现象没有队列效应。最后,本文运用改进后模型预测出未来6年内中国分性别分年龄的死亡率。
作者 高怡宁
出处 《统计与决策》 CSSCI 北大核心 2012年第15期77-79,共3页 Statistics & Decision
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参考文献6

  • 1王晓军,黄顺林.中国人口死亡率随机预测模型的比较与选择[J].人口与经济,2011(1):82-86. 被引量:23
  • 2祝伟,陈秉正.中国城市人口死亡率的预测[J].数理统计与管理,2009,28(4):736-744. 被引量:25
  • 3LI, Johnny Siu-Hang, HARDY, Mary, TAN, Ken Seng. Uncertainty in Mortality Forecasting: An Extension to the Classical Lee Carter Ap- proach[J].ASTIN Bulletin ,2009,(1).
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  • 5IAndrew J.G. Cairns, David Blake, Kevin Dowd, Guy D. Coughlan, Da- vid Epstein, Alen Ong,Igor Balevich. A Quantitative Comparison of Stochastic Mortality Models Using Data from England and Wales and the United States[Z]. Discussion Paper PI-0701,2007.
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二级参考文献9

  • 1卢仿先,尹莎.Lee-Carter方法在预测中国人口死亡率中的应用[J].保险职业学院学报,2005(6):9-11. 被引量:27
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  • 6Renshaw A. E. and Haberman S. A Cohort-based Extension to the Lee-Carter Model for Mortality Reduction Factors [ J ]. Insurance : Mathematics and Economics, 2006, 38 (3).
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