老龄多人口死亡率联合建模与一致性预测

退休年龄以上的老年人群死亡率预测是养老金精算和长寿风险度量的基础。针对我国大陆地区退休年龄以上人群死亡率数据量较小且波动较大的问题,借助多人口联合建模思想,基于单人口CBD模型,提出了一个适用于老龄死亡率建模的Logistic多人口模型。通过加入更多相关人口数据信息来预测我国老年人口死亡率,选取我国台湾地区分性别死亡率相关数据,与我国大陆地区分性别死亡率数据进行联合建模。研究发现,Logistic多人口死亡率模型比单人口CBD模型表现出更好的拟合效果和长期预测一致性效果。     

Height, frailty, and the standard of living: modelling the effects of diet and disease on declining mortality and increasing height

Explanations of historical trends in both mortality and human height differ over the relative contributions of better nutrition and reduced exposure to disease. This paper explores theoretical models in which interactions between diet and disease determine both mortality and height. One model assumes that adult height is directly related to frailty, the relative risk of dying. The second model links frailty to differences between attained and potential height. Diet plays a small role in the transition to low mortality in the first model. The second model assigns a large role to diet in historical mortality trends, but implies that mortality will be unrelated to height in the future.     

A note of correction with reference to parameters of the menstrual cycle and the efficiency of rhythm methods of contraception

It is known that further mortality reductions in industrialized countries depend heavily on trends in mortality rates at the oldest ages. In this article, a model proposed by Coale and Kisker is used to investigate mortality trends at the extreme old age of 110 years. The most important conclusions are that (1) the form of the model proposed by Coale and Kisker fits observed mortality schedules very well indeed, and (2) the trend in mortality rates at extremely high ages has apparently been flat for men, but may have declined slightly for women during this century.     

On the Far Eastern pattern of mortality

Since the early 1980s, it has been accepted widely that there is a Far Eastern pattern of mortality, a pattern characterized by excessively high death rates among older men relative to death rates among younger men and among women. It has been regarded as a unique regional mortality pattern, applying primarily to Far Eastern populations. A re-examination of the mortality data of some Far Eastern populations reveals that changes in both age patterns of and sex differentials in mortality have been widely observed. Further, mortality patterns similar to the so-called Far Eastern mortality model have been found in many other populations.     

On the Far Eastern pattern of mortality

Since the early 1980s, it has been accepted widely that there is a Far Eastern pattern of mortality, a pattern characterized by excessively high death rates among older men relative to death rates among younger men and among women. It has been regarded as a unique regional mortality pattern, applying primarily to Far Eastern populations. A re-examination of the mortality data of some Far Eastern populations reveals that changes in both age patterns of and sex differentials in mortality have been widely observed. Further, mortality patterns similar to the so-called Far Eastern mortality model have been found in many other populations.     

Evaluation of estimates of underenumeration in the census and the age pattern of mortality,philadelphia, 1880

The schedule of mortality by age for Philadelphia's 1880 population classified by sex and race showed aberrations from Coale and Demeny West, South, and North model life tables. Deviations from standard age patterns of mortality were especially pronounced for the black population. The question addressed in this paper is whether the alternative age patterns of mortality are produced by underenumeration in the 1880 census or by actual variations in the age-specific mortality experience. The conclusion was reached that the underenumeration of the urban population, especially the blacks, exceeds estimates for the national population. In addition, the results indicated that the black population faced risks of dying that genuinely differed from standard age patterns. An attempt to use a Brass logit model to generalize the black mortality experience met with success for females but not for males.     

Separating the Signal From the Noise: Evidence for Deceleration in Old-Age Death Rates

Widespread population aging has made it critical to understand death rates at old ages. However, studying mortality at old ages is challenging because the data are sparse: numbers of survivors and deaths get smaller and smaller with age. I show how to address this challenge by using principled model selection techniques to empirically evaluate theoretical mortality models. I test nine models of old-age death rates by fitting them to 360 high-quality data sets on cohort mortality after age 80. Models that allow for the possibility of decelerating death rates tend to fit better than models that assume exponentially increasing death rates. No single model is capable of universally explaining observed old-age mortality patterns, but the log-quadratic model most consistently predicts well. Patterns of model fit differ by country and sex. I discuss possible mechanisms, including sample size, period effects, and regional or cultural factors that may be important keys to understanding patterns of old-age mortality. I introduce mortfit, a freely available R package that enables researchers to extend the analysis to other models, age ranges, and data sources.     

The uncertain lifetime and the timing of human capital investment

I examine the effects of mortality decline on fertility and human capital investment decision of parents taking into account the uncertainty about child survival. I propose a model, where parents decide on their fertility before the uncertainty is realized, but they choose to invest only in human capital of their surviving children. The model implies a positive relationship between mortality and fertility and a negative one between mortality and educational investment. It has been argued elsewhere that as, in reality, most of the mortality decline occurred in infancy, it should not affect the human capital investment decision, which comes later in life. Thus, increased survival chances should not promote growth by raising the human capital investment. This paper argues the contrary and proposes a mechanism where mortality decline at any age before the teen years can promote growth by raising human capital investment regardless of the timing of the educational investment.      

The use of model life tables to estimate mortality for the United States in the late nineteenth century

This paper seeks to extend our knowledge about mortality in the late nineteenth century United States by using census mortality data for older children and teenagers to fit model tables. The same method can also be used with partially underregistered death data. The most commonly used model tables, the Coale and Demeny West Model, apparently do not adequately depict the changing shape of mortality over the period 1850--1910. An alternative model life table system is presented, based on the Brass two parameter logit system and available reliable life tables from the period 1850--1910. The two parameter system must be reduced to a one parameter system by means of estimated relationships between the parameters so that the fitting procedure can be used. The resulting model system is, however, heavily dependent on the experience of northern, industrial states, especially Massachusetts.     

两人群引力模型框架下的中国死亡率预测①--结合美国相应数据

Lee－Carter系列模型是对一个人群的死亡率动态建模和预测的模型。由于中国死亡率抽样数据的质量问题导致模型预测的效果不如国外文献所反映的那么精确。本文在两人群引力模型框架下结合中国和美国同期死亡率数据建模，并将结果与相应的单人群模型比较。研究表明，引力模型与APC模型相结合取得了最好的效果，在此基础上本文预测2025年老年抚养比会急剧上升到23．32％，2030年的婚配男性人口超出女性约2079万，婴幼青少年20年间累计死亡人数约293万。     

Parental survival data: Some results of the application of Ledermann's model life tables

Summary Ledermann's one- and two-parameter model life tables are used in order to summarize and compare adult mortality estimates derived from parental survival data, and also to link parental survival with child survival data. The Ledermann models provide an alternative to the logit model used by Brass and Hill. Examination of life tables derived from actual child and adult mortality estimates reveals that although the two types of models yield similar overall levels of mortality, they show marked differences in the estimated patterns by sex and age. It has not been possible to disentangle completely how much of this divergence is due to the models themselves and how much to inadequacies in the data available. Finally, we question whether it is always wise to establish a full life table from child and adult mortality estimates when these are based on data which refer to different periods of exposure to the risk of dying, without allowance for possible distortions resulting from mortality change.     

Child mortality and fertility decline: Does the Barro-Becker model fit the facts?

I compare the predictions of three variants of the altruistic parent model of Barro and Becker for the relationship between child mortality and fertility. In the baseline model fertility choice is continuous, and there is no uncertainty over the number of surviving children. The baseline model is contrasted to an extension with discrete fertility choice and stochastic mortality and a setup with sequential fertility choice. The quantitative predictions of the models are remarkably similar. While in each model the total fertility rate falls as child mortality declines, the number of surviving children increases. The results suggest that factors other than declining infant and child mortality are responsible for the large decline in net reproduction rates observed in industrialized countries over the last century. Financial support by the National Science Foundation (grant SES-0217051) and the UCLA Academic Senate is gratefully acknowledged. I thank Sebnem Kalemli-Oczan, Rodrigo Soares, and two anonymous referees for comments that helped to substantially improve the paper. Olesya Baker and Ilya Berger provided excellent research assistance. Responsible editor: Junsen Zhang.     

Age patterns of mortality and cause-of-death structures in Sweden,Japan, and the United States

This paper uses a new standard model of adult mortality to compare the mortality patterns of Swedes, Japanese, and U.S. whites between 1950 and 1985. It examines changes in the age patterns of mortality and the cause-of-death structures within the populations. and the relationships between those two factors. As Japan has reached a level of mortality similar to that in Sweden, the age patterns of mortality in the two populations have become more similar despite distinct differences in causes of death. The United States has a cause-of-death structure similar to that of Sweden, but the age pattern of mortality is very different. High mortality in the middle age range in the United States results in approximately a one-year loss of life expectancy at age 45 in comparison with Sweden.     

Estimation of a structural model of the determinants of neonatal mortality in Hungary, 1984-88 and 1994-98

We developed and evaluated a structural model of the determinants of neonatal mortality in Hungary that embodies the causal mechanisms by which its proximate and indirect determinants--socio-economic, behavioural, and biological--are related. The statistical model used distinguishes between endogenous and exogenous variables and allows the causal effect of each to be correctly estimated. Unobserved variables are integrated into the model, which was tested using Hungarian data for the periods 1984-88 and 1994-98. The principal findings are as follows: weight at birth and duration of gestation are the most important of the (direct) causal determinants of neonatal mortality. Mother's age has an indirect and detrimental effect: when mothers are older than 30 years of age, the risk of lower birth weight or multiple births and, in consequence, neonatal mortality is increased. Father's age has no direct or indirect causal effect on neonatal mortality.     

Mortality transition in the Ovamboland region of Namibia, 1930-1990

Few long-term statistical series exist that can document the mortality transition in Africa. This paper uses data from the parish registers of the Evangelical Lutheran Church in Namibia to study morality in Ovamboland between 1930 and 1990. The paper identifies significant discontinuities and reversals in the trend in mortality. Much of the mortality transition occurred in a rapid breakthrough concentrated between the early 1950s and early 1960s. Adult mortality fell more than existing model life tables would predict and the pattern of relatively high early-age mortality typical of modern Africa emerged only at this time. While a range of developments in Ovamboland contributed to the overall decline in mortality, the most important factor was the establishment, by the Finnish Mission, of a Western system of health care. In Ovamboland, the drive to 'good health at low cost' was articulated not through political institutions but through the church.     

Population dynamics in Germany: the role of immigration and population momentum

The effects of changes in rates of mortality, fertility, and migration depend not only on the age-specific patterns and levels of these rates, but on the age structure of the population. In order to remove the influences of the age structure and concentrate on the effects of the demographic rates themselves, a common practice is to analyze the influences of the rates for a standard age structure. This paper analyzes current and future population changes in Germany, using a stationary population equivalent model (SPE) that shows long-term effects of current fertility, mortality, and international migration patterns. Results indicate that the German population will eventually decline because of below replacement fertility, if net immigration does not counteract this decrease. This means, for instance, that the long-term stationary population levels for Germany will decrease by approximately 6.5 million during a decade in which current fertility, mortality, and international migration levels prevail. The paper also reports how various other assumptions for mortality, fertility, and international migration affect the SPE model for Germany.     

A multi-population evaluation of the Poisson common factor model for projecting mortality jointly for both sexes

Mortality forecasts are critically important inputs to the consideration of a range of demographically-related policy challenges facing governments in more developed countries. While methods for jointly forecasting mortality for sub-populations offer the advantage of avoiding undesirable divergence in the forecasts of related populations, little is known about whether they improve forecast accuracy. Using mortality data from ten populations, we evaluate the data fitting and forecast performance of the Poisson common factor model (PCFM) for projecting both sexes’ mortality jointly against the Poisson Lee–Carter model applied separately to each sex. We find that overall the PCFM generates the more desirable results. Firstly, the PCFM ensures that the projected male-to-female ratio of death rates at each age converges to a constant in the long run. Secondly, using out-of-sample analysis, we find that the PCFM provides more accurate projection of the sex ratios of death rates, with the advantage being greater for longer-term forecasts. Thus the PCFM offers a viable and sensible means for coherently forecasting the mortality of both sexes. There are also significant financial implications in allowing for the co-movement of mortality of females and males properly.     

香港人口死亡率演变及其未来发展

与其它发展地区类似 ,二战以后香港人口死亡率已经经历了显著的下降 ,达到了一个非常低的水平。在这种极低水平的现状下 ,香港人口死亡率进一步下降的空间还有多大呢 ?本文基于香港人口死亡率历史数据 ,探讨了其演变趋势 ,同时利用Lee -Carter模型对香港未来 5 0年分性别的人口死亡率进行了预测。如果我们将预测结果与最近的官方预测数据进行比较 ,可以发现 ,本文Lee -Carter模型预测的未来香港人口死亡率下降趋势比官方预测结果要乐观     

Deceleration in the age pattern of mortality at olderages

The rate of mortality increase with age tends to slow down at very old ages. One explanation proposed for this deceleration is the selective survival of healthier individuals to older ages. Data on mortality in Sweden and Japan are generally compatible with three predictions of this hypothesis: (1) decelerations for most major causes of death; (2) decelerations starting at younger ages for more “selective” causes; and (3) a shift of the deceleration to older ages with declining levels of mortality. A parametric model employed to illustrate the third prediction relies on the distinction between senescent and background mortality. This dichotomy, though simplistic, helps to explain the observed timing of the deceleration.     

Reconsidering mortality compression and deceleration: an alternative model of mortality rates

In this research we develop a model of mortality rates that parameterizes mortality deceleration and compression, permits hypothesis tests for change in these parameters over time, and allows for formal gender comparisons. Our model fits mortality data well across all adult ages 20-105 for 1968-1992 U.S. white data, and the results offer some confirmation of findings of mortality research using conventional methods. We find that the age at which mortality deceleration begins is increasing over time, that decompression of mortality is occurring, and that these trends vary substantially across genders, although male and female mortality patterns appear to be converging to some extent.