死亡率预测,Lee-Carter模型,ARIMA模型,广义差分模型 Mortality PredictionLee-Carter ModelARIMA ModelThe Generalized Difference Model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...
this property is lost when the seminal Lee–Carter (LC) model and almost all its existing extensions are employed. In this paper, we propose two effective extensions of the LC model, allowing for the geometric (LC-G...
Mortality Prediction; Lee-Carter Model; ARIMA Model; The Generalized Difference Model 1. 引言 在人口统计学以及精算科学中,人口死亡率预测模型一直以来都是热点问题。 随时间的延续,死亡率改善导致的人口预期寿命的增加已经成为全球性趋势。死亡 率预测作为养老金计划财务规划的基础,对政府养老金制度、雇主企业年金...
网络释义 1. 增额准备金 政大机构典藏:Item 140.119/49683 ...增额准备金Lee-Carter Model学位论文 thesis ... nccur.lib.nccu.edu.tw|基于 1 个网页
Lee-Carter model is a classic and popular mortality model parameters in which can be estimated through singular value decomposition or Lee-Carter Poisson maximum likelihood methods. This paper using Chinese population data constructs Lee-Carte mortality model parameters in which estimated through Negative...
For some of mortality data of Chinese urban population is missed,Lee-Carter model with the number of deaths having Poisson distribution is applied to project the mortality of Chinese urban population and fits well. 针对部分年的中国城市分性别人口死亡率数据缺失的实际状况,本文运用死亡人数服从Poisson分...
要:Lee—Carter模型是死亡率预测中最常用的模型,鉴于我国人口死亡率数据的来源差异,在Lee—Carter模型的 参数估计中纳入数据质量因子,对不同数据质量的数据分配不同的权重,然后利用极大似然法得到各参数的估计值. 在此基础上,对中国男性人口死亡率的Lee—Ca~er模型各参数进行估计与预测. 关键词:Lee—Ca~er模型;数...
In this study we use mortality data from Canada and the United States to perform time-series outlier analysis on the key component of the Lee-Carter model: the mortality index. We begin by employing a systematic outlier detection process to ascertain the timing, magnitude, and persistence of ...
Russolillo, M., Giordano, G., and Haberman, S. (2011), "Extending the Lee-Carter Model: A Three-way Decomposition." Scandinavian Actuarial Journal 2011(2), 96-117.Russolillo, M., Giordano, G. and Haberman, S. (2011). Extending the Lee-Carter model: a three-way decomposition. ...
电载荷预测Electrical Load Forecasting:Modeling and Model Construction(2010) 热度: Lee and Cater mortality forcasting model 热度: Evaluating-the-performance-of-Gompertz,-Makeham-and-Lee-Carter-mortality-models-for-risk-management-with-unit-linked-contracts_2006_Insurance-Mathematics-and-Economics.pdf ...