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基于数据差异的Lee-Carter模型的估计与应用

Estimation and Application of the Lee-Carter Model Based on Differences in Data
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摘要 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-Carter模型各参数进行估计与预测. Lee-Carter model is the most commonly model of mortality forecasting.In view of the differences of the data sample in China,the data quality factor is included in estimation of the parameter in the Lee-Carter model. The different data quality data have the different weights.Then the parameters are estimated by the maximum likelihood method.On this basis,the parameters of the Lee-Carter model are fitted and forecasted for mortality data of the male population in China.
作者 张颖
出处 《淮北师范大学学报(自然科学版)》 CAS 2012年第4期13-16,共4页 Journal of Huaibei Normal University:Natural Sciences
基金 南京邮电大学校级科研基金项目(NY210057)
关键词 Lee-Carter模型 数据差异 死亡率预测 Lee-Carter model the data sample mortality forecasting
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