| 中国人口死亡率随机预测模型的比较与选择 |
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| 引用本文： | 王晓军,黄顺林.中国人口死亡率随机预测模型的比较与选择[J].人口与经济,2011(1). |
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| 作者姓名： | 王晓军 黄顺林 |
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| 作者单位： | 中国人民大学统计学院;南京财经大学应用数学学院; |
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| 摘 要： | 本文在中国男性人口死亡率历史数据基础上,利用贝叶斯信息准则与似然比检验,比较了目前得到广泛应用的几个随机死亡率模型,结果表明Cairns-Blake-Dowd两因素模型的一个扩展模型的拟合效果最优。在最优模型的基础上,对中国男性人口死亡率进行了预测,并作为实例,对我国养老保险个人账户在领取阶段的长寿风险做出评估。
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| 关 键 词： | 随机死亡率模型 贝叶斯准则 似然比检验 长寿风险 |
Comparison and Selection of Stochastic Mortality Models in China |
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| WANG Xiao-jun,HUANG Shun-lin.Comparison and Selection of Stochastic Mortality Models in China[J].Population & Economics,2011(1). |
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| Authors: | WANG Xiao-jun HUANG Shun-lin |
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| Institution: | WANG Xiao-jun1,HUANG Shun-lin2(1.School of Statistics,Renmin University of China,Beijing 100872,China,2.School of Applied Mathematics,Nanjing University of Finance and Economics,Nanjing 210046,China) |
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| Abstract: | On the basis of Chinese male population mortality historical data,we compare several stochastic mortality models which are used widely now,using Bayesian Information Criterion and the likelihood ratio test.The results show that an extension of two factor Cairns-Blake-Dowd model fits best.Then the mortality of Chinese male are projected based on the optimal model.Finally we analyze the longevity risk on the individual account in the drawing phase. |
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| Keywords: | stochastic mortality model Bayesian Information Criterion likelihood ratio test longevity risk |
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