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Lee-Carter模型外推预测死亡率及偏差纠正 被引量:5

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摘要 Lee-Carter模型是人口死亡率预测的常用模型,泊松最大似然估计法是该模型参数估计广为采纳的方法,模型中与时间相关的因子可建立时间序列模型并进行外推,进而实现死亡率的预测。由于时间因子与死亡率之间的非线性性,简单的外推会带来死亡率预测的低估偏差。这个偏差可以通过对数正态分布的性质进行纠正或者随机模拟方法进行无偏预测。
出处 《统计与决策》 CSSCI 北大核心 2016年第20期19-21,共3页 Statistics & Decision
基金 国家社会科学基金重大项目(13&ZD164) 教育部人文社科青年基金资助项目(15YJCZH186) 中央高校基本科研业务费专项资金资助项目(2014MS163 2014ZD47) 河北省社会科学基金资助项目(HB15LJ005)
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