Lee-Carter模型在死亡率预测中的应用
Application of Lee-Carter Model in Predicting Mortality
摘要: 人口死亡率变化对社会保障系统有一定影响，它是时变的动态随机变量。基本养老保险的给付须遵从人口动态死亡率变化规律。本文利用Lee-Carter模型对未来人口死亡率变动趋势进行预测。对未来时间因子κ
t的预测时，用广义差分模型预测。并与ARIMA模型比较，结果广义差分模型预测效果较好。
Abstract:
Changes
in mortality rates have an impact on the social security system, which is a time-varying
dynamic random variable. Basic pension insurance payment shall comply with the
dynamic changes of population mortality. In this paper, using Lee-Carter model forecasts
the future mortality trends of population, the prediction of time factor κt in the future, the paper
uses generalized difference model for prediction. And compared with the ARIMA
model, the result of generalized difference model was better.
参考文献
|
[1]
|
Lee, R.D. and Carter, L.R. (1992) Modeling and forecasting US mortality. Journal of the American Statistical Associa-tion, 87, 659-671.
|
|
[2]
|
Koissi, 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, 1-20.
http://dx.doi.org/10.1016/j.insmatheco.2005.06.008 [Google Scholar] [CrossRef]
|
|
[3]
|
Wilmoth, J.R. (1996) Mortality projections for Japan: A comparison of four methods. Health and mortality among elderly population. Oxford University Press, New York.
|
|
[4]
|
李志生, 刘恒甲 (2010) Lee-Carter死亡率模型的估计与应用——基于中国人口数据的分析. 中国人口科学, 3, 47-56.
|
|
[5]
|
Box, G.E.P. and Jenkins, G.M. (1970) Time series analysis: Forecasting and control. Holden-Day, San Francisco.
|
|
[6]
|
王新军 (1993) 广义差分模型及预测应用. 山东经济, 1, 57-60.
|