中国人口CBD死亡率模型的参数再调整

Parameter Readjustment of the CBD Mortality Model for Chinese Population

根据人口死亡原始数据建立的死亡率预测模型往往需要进行参数调整,使其更具实用性。在Lee-Carter模型的研究与应用中进行参数调整已经非常普遍,然而对CBD模型进行参数调整的研究还不多。文章首先利用中国人口死亡数据建立高龄人口的CBD模型,借助Lee-Carter模型的参数调整获取高龄人口预期寿命,然后以此为调整目标对CBD模型的参数进行调整,最后,利用调整的CBD模型对未来人口死亡率和预期寿命进行预测,并根据精算平衡原则分析评价我国职工基本养老保险个人账户领取阶段面临的长寿风险。

The mortality prediction model based on the original data of population mortality often needs parameter adjustment to make it more practical.Parameter adjustment is very common in the study and application of Lee-Carter model,but there are few studies on parameter adjustment of CBD model.This paper firstly establishes the CBD model of the elderly population based on the death data of Chinese population,obtaining the life expectancy of the elderly population by adjusting the parameters of the Lee-Carter model,and then adjusts the parameters of the CBD model according to the adjustment target.Finally,the paper uses the adjusted CBD model to predict the mortality rate and life expectancy of the population in the future,and also according to the actuarial balance principle,analyzes and evaluates the longevity risk that the Chinese employees will confront at the stage of drawing pensions from individual account of basic endowment insurance.