死亡率分解模型及其在长寿分级基金构建中的应用

Mortality Decomposition Model and Its Application to the Construction of Stratified Longevity Fund

论文提出了一种有别于传统死亡率模型的新的长寿风险度量模型,叫做死亡率分解模型。基于该模型,论文对美国的死亡率数据进行了分析和对比,同时对中国的死亡率进行了两个角度的分析,并给出了相对更有说服力的结果。同时,论文借助模型的分解结果,提出构建多层次的长寿风险基金,用以应对中国社会日益严重的养老问题。

This paper introduced the multi-scale analysis into the longevity risk measurement model which was dif- ferent from the traditional mortality model and was called mortality decomposition model. Then the paper applied the model to the United States and China mortality data and arrived at a fairly convincing conclusion. On the strength of the decomposition result, the paper proposed to establish stratified longevity fund as a response to the intensifying old axe provision problem.