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摘要翻译：
欧盟偿付能力II指令建议保险公司更加重视风险管理方法。风险管理意识是量化风险和应用减少不确定性的方法的能力。在人寿保险中，风险是描述预期寿命的随机变量的结果。本文将提出一个基于Lee和Carter方法的随机死亡率建模的建议。最大似然法常用于死亡率模型的参数估计。该方法假定人口是齐次的，死亡人数服从泊松分布。这篇文章的目的是改变关于死亡人数分布的假设。结果表明，当死亡人数呈负二项分布时，该模型能较好地与历史数据匹配。
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英文标题：
《Mortality in a heterogeneous population - Lee-Carter's methodology》
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作者：
Kamil Jod\'z
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最新提交年份：
2018
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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英文摘要：
The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the risk is a consequence of the random variable describing the life expectancy. The article will present a proposal for stochastic mortality modeling based on the Lee and Carter methodology. The maximum likelihood method is often used to estimate parameters in mortality models. This method assumes that the population is homogeneous and the number of deaths has the Poisson distribution. The aim of this article is to change assumptions about the distribution of the number of deaths. The results indicate that the model can get a better match to historical data, when the number of deaths has a negative binomial distribution.
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PDF链接：
https://arxiv.org/pdf/1803.11233
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