期刊文献+

中国老龄人口死亡率建模及预测 被引量:3

Modeling and Forecasting for Chinese Aging Population Mortality
下载PDF
导出
摘要 我国老龄人口死亡率在时间上存在高度线性相关性,并且其对数死亡率的改善速度存在非线性特征.根据我国老龄人口实际死亡率特点,提出一个新的模型,使得这些性质在模型中得到体现.并针对我国老龄人口死亡率数据较少的特点,使用MCMC方法对模型参数进行估计,预测时充分利用参数的分布信息,给出未来几年死亡率的均值和分布情况,从而使预测结果更加可信. There is a high linear correlation for Chinese aging population mortality about time.It exits nonlinear characteristics to the rate of improvement of logarithm mortality.In this paper,we propose a new model to fit the characteristics of the actual mortality rate of aging population.MCMC method is used to estimate the parameters of the model,which can solve the problem of less data of aging population.Using MCMC methods,the mean and distribution of forecasting mortality are given.The prediction results are more credible because our method utilizes distribution information about the parameters.
出处 《杭州电子科技大学学报(自然科学版)》 2016年第6期71-76,共6页 Journal of Hangzhou Dianzi University:Natural Sciences
关键词 老龄人口死亡率 马尔科夫链蒙特卡罗方法 Lee-Cater模型 aging mortality MCMC method Lee-Cater model
  • 相关文献

参考文献3

二级参考文献26

  • 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
  • 2Brouhns,N.,Denuit,M.,and Vermunt,J.K.(2002a),A Poisson Log-Bilinear Regression Approach to the Con-struction of Projected Lifetables.Insurance:Mathematics and Economics.31(3):373-393.
  • 3Brouhns,N.,Denuit,M.,and Vermunt,J.K.(2002b),Measuring the Longevity Risk in Mortality Projections.Bulletin of the Swiss Association of Actuaries.2,105-130.
  • 4Brouhns,N.,Denuit*,M.,and Van Keilegom,I.(2005),Bootstrapping the Poisson Log-bilinear Model for Mor-tality Forecasting.Scandinavian Actuarial Journal.3,212-224.
  • 5Koissi,M.C.,Shapiro,A.F.,and Hognas,G.(2006),Evaluating and Extending the Lee-Carter Model for Mortality Forecasting:Bootstrap Confidence Interval.Insurance:Mathematics and Economics.38(1):1-20.
  • 6Lee,R.D.,Carter,L.R.(1992),Mode|ling and Forecasting the Time Series of US Mortality.Journal of the A me rican Statistical Association.87(419):659-671.
  • 7Li,J.S.H.,Hardy,M.R.,Tan,K.S.(2009),Uncertainty in Mortality Forecasting:An Extension to the Classical Lee-Carter Approach.Astin Bulletin.39(1):137-164.
  • 8Pitacco,E.,Denuit,M.,Haberman,S.,and Olivieri,A.(2009),Modelling Longevity Dynamics for Pension and Annuity Business.Oxford University Press.
  • 9Renshaw,A.E.and Haberman,S.(2008),On Simulation-based Approaches to Risk Measurement in Mortality with Specific Reference to Poisson Lee-Carter Modelling.Insurance:Mathematics and Economics.42(2):797-816.
  • 10MacMinn R. , Brockett P, Blake D. Longevity Risk and Capital Markets [J]. The Journal of Risk and Insurance, 2006, (4) :551 -557.

共引文献47

同被引文献5

引证文献3

二级引证文献5

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部