多人口随机死亡率模型研究:理论方法与进展综述

Research on the Multiple Population Stochastic Mortality Model:Theoretical Methods and Progress Summary

多人口随机死亡率模型是人口统计学与保险精算学的交叉研究领域,是国内外学者高度关注的前沿问题。通过梳理国内外多人口随机死亡率模型研究的重点文献,根据研究方法的不同,寻迹多人口死亡率模型的发展脉络,将已有研究归纳为三大类:多人口参数随机死亡率模型、特殊的两人口参数随机死亡率模型和其他多人口随机死亡率模型,并详细讨论了各类方法的模型思想、估计原理和拟合效果等内容。在此基础上,本文重点评述了各类模型的适用性和优缺点,总结了多人口建模方法在我国人口死亡率模型发展中的理论意义与应用价值,并展望了未来多人口随机死亡率模型的研究方向。

The multiple population Stochastic mortality model is a cross-research field of demography and life insurance actuarial science,and frontier issue concerned by scholars all over the world.By sorting out the key literature at home and abroad,according to the different research methods,this paper traces the development of the multiple population stochastic mortality model.The previous research can be divided into three categories:parameter stochastic mortality model of multiple population,two-population stochastic mortality model,and other multiple population stochastic mortality model.Furthermore,the model idea,estimation principle and fitting effect of each method are discussed in detail,and the applicability,advantages and disadvantages of each model are emphatically reviewed.This paper summarizes the theoretical significance and application value of the multiple population stochastic mortality model in China and foresees the research direction in the future.