【作者】 刘燕；

【导师】 张志强；

【作者基本信息】 厦门大学 ， 应用统计， 2020， 硕士

【摘要】 随着经济发展和生活质量的提高,人口预期寿命在逐步提高,伴随而来的是长寿风险。如果不能准确预测预期寿命将给政府决策机构、养老保险公司及其他相关组织带来不可估量的风险。因此提高预期寿命预测精度十分重要。两差距模型(DG模型)以女性预期寿命为基础,通过计算男女预期寿命的差距,从而得到男性预期寿命,以此刻画男女预期寿命的相关性。但目前没有关于以女性预期寿命为基础的理论解释。在本文研究中我们发现某些国家两差距模型拟合效果较差,为此我们引入了生命力模型(或称IEV模型)分解死亡率。经研究我们发现在大部分国家男性外生损失寿命普遍比女性高,因此女性预期寿命与男性相比更为稳定,两差距模型在这些国家表现也较好。而在某些国家,女性受外部环境影响更大,造成女性预期寿命不稳定,这些国家的两差距模型相应的也表现得不好。因此女性预期寿命是否稳定是两差距模型的基础,生命力模型结果可作为两差距模型的理论解释基础。最后本文利用生命力模型分析了中国人口预期寿命,结果显示,与美国等四个国家不同的是,中国女性外生损失寿命占比高于男性。而后又利用两差距模型拟合和预测了中国人口预期寿命。虽然两差距模型在对中国男女预期寿命的拟合中明显好于经典LC模型及其拓展模型,但是鉴于可获得数据年限短,且数据质量不高,女性外生损失寿命占比较高等因素影响,拟合效果不如其他国家好。尽管如此,两差距模型也为中国人口预期寿命研究提供了新思路。更多还原

【Abstract】 As the development of economy and improvement of life quality,life expectancy is also rising,with associated longevity risks.Failure to accurately predict life expectancy will create immeasurable risks for government decision-making bodies,pension insurers,and other relevant organizations.Therefore,it is very important to improve the accuracy of life expectancy prediction.Based on female life expectancy,the double-gap model(DG model)calculates the gap between male and female life expectancy to obtain male life expectancy,thus describing the correlation between male and female life expectancy.But there is no theoretical explanation why we use the female life expectancy as basis.In this study,we found that the effect of the double-gap model was poor in some countries,so we introduced the vitality model(or IEV model)to decompose the mortality rate.We found that in most countries male life expectancy due to exogenous loss is generally higher than female life expectancy,that is female life expectancy is more stable than male life expectancy.The double-gap model also performs better in these countries.In some countries,where women’s life expectancy is more volatile because of the impact of external circumstances,the double-gap model does not perform well.Therefore,the stability of female life expectancy is the basis of the double-gap model,and the results of vitality model can be used as the theoretical basis for the double-gap model.At last,this paper utilizes the vitality model to analyze the life expectancy of China’s population.The results show that,unlike other countries,the proportion of loss life expectancy in Chinese women is higher than that in men.Then we use the double-gap model to fit and forecast life expectancy.The double-gap model is significantly better than the classic LC model and its extended model in fitting the life expectancy of male and female in China.But since the data is to short and the bad quality,and the women’s proportion of loss life expectancy is much big than men’s,the prediction result is not very good,but it provides new ideas for the study of Chinese life expectancy.更多还原