【摘要】 近年来,人类寿命明显延长.长寿风险对于国家养老金制度,保险公司寿险业务的影响日益凸现.长寿风险源于人口死亡率的非预期变动,精准预测人口死亡率是长寿风险研究的一项重要内容.文中提出了一种死亡率预测的新方法,将计量经济学中的协整理论引入死亡率预测,以弥补中国死亡率历史数据缺乏,并结合极值理论方法给出中国死亡率的预测.更多还原

【Abstract】 In recent years, human lifespan is extended obviously, which has an impact on national pension system and insurance company’s life insurance business. Longevity risk is caused by unexpected changes in population mortality, so accurate prediction of population mortality is an important topic of longevity research. This paper proposes a new method by introducing the co-integration theory of econometrics to the prediction of mortality to make up for China’s lack of historical data, by using the extreme value theory to predict unstable time factors in Lee Carter model.更多还原