摘要翻译:
在本文中,我们使用Lee-Carter(LC)模型对秘鲁女性和男性人口在1950-2017年期间的死亡率进行了建模。随机死亡率模型是由Lee和Carter(1992)提出的,并被许多作者用来拟合和预测人类死亡率。采用奇异值分解(SVD)方法估计LC模型的参数。利用最优拟合自回归积分滑动平均(ARIMA)模型,预测了未来30年LC模型的时间相关参数值。本文还报告了未来30年不同年龄组的预期寿命预测值,预测值为95%$置信区间。在这项研究中,我们使用了秘鲁国家统计局(INEI)提供的数据。
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英文标题:
《Lee-Carter method for forecasting mortality for Peruvian Population》
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作者:
J. Cerda-Hern\'andez and A. Sikov
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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:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
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一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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英文摘要:
In this article, we have modeled mortality rates of Peruvian female and male populations during the period of 1950-2017 using the Lee-Carter (LC) model. The stochastic mortality model was introduced by Lee and Carter (1992) and has been used by many authors for fitting and forecasting the human mortality rates. The Singular Value Decomposition (SVD) approach is used for estimation of the parameters of the LC model. Utilizing the best fitted auto regressive integrated moving average (ARIMA) model we forecast the values of the time dependent parameter of the LC model for the next thirty years. The forecasted values of life expectancy at different age group with $95\%$ confidence intervals are also reported for the next thirty years. In this research we use the data, obtained from the Peruvian National Institute of Statistics (INEI).
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PDF链接:
https://arxiv.org/pdf/1811.09622