36
7
Vol.36, No.7
2016
7
Systems Engineering — Theory & Practice July, 2016
doi: 10.12011/1000-6788(2016)07-1710-09
: O213; F840
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Innovative dynamic mortality rate prediction and implementation
ZENG Yan
1
,CHENXi
2
,DENGYinglu
3
(1. Lingnan College, Sun Yat-sen University, Guangzhou 510275, China; 2. School of Mathematics & Computational Science,
Sun Yat-sen Univ e rsity, Guangzhou 510275, China; 3. School of Economics & Management, Tsinghua Univ ersity, Beijing
100084, China)
Abstract In this paper, we apply the Bootstrap method combined with Lee-Carter model, which fits
and forecasts the population mortality in our country, and better solves the deficiency of the traditional
model. At first, the least squares, weighted least squares and maximum likelihood parameter estimation
method are used to estimate the parameters of the model. By the analysis of the distribution of the model
residual, we can know that the weighted least squares method has a better fitting effect. Secondly, in
the prediction of confidence interval, traditional Lee-Carter model only takes the variability of the time
parameter into consideration. Instead, we use the residual Bootstrap method to estimate the confidence
interval of all parameters, and test the robustness of model parameters. Finally, by fully considering all
parameters variability, the confidence interval of predicted mortality and predicted mean mortality are
given, and the results show that the confidence interval has better fitness of prediction.
Keywords prediction of mortality; Lee-Carter model; Bootstrap method; confidence interval
1
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: 2014-12-01
+,-.
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(1984–),
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Æ
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, E-mail: zengy36
@mail.sysu.edu.cn;
(1991–),
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, E-mail: 13398396403
@163.com;
(1982–),
,
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,
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,
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:
, E-mail:
dengyl@sem.tsinghua.edu.cn.
/012
:
(71571195);
(12YJCZH267);
(151081);
(2015A030306040)
Foundation item: National Natural Science Foundation of China (71571195); Humanity and Social Science Foundation
of Ministry of Education of China (12YJCZH267); Fok Ying Tung Education Foundation for Young Teachers in the Higher
Education Institutions of China (151081); Guangdong Natural Science Funds for Distinguished Young Scholar (2015A030306040)
345678
:
,
,
.
[J].
, 2016, 36(7): 1710–1718.
945678
: Zeng Y, Chen X, Deng Y L. Innovative dynamic mortality rate prediction and implementation[J]. Systems
Engineering — Theory & Practice, 2016, 36(7): 1710–1718.