死亡率分解模型及其在长寿分级基金构建中的应用  

Mortality Decomposition Model and Its Application to the Construction of Stratified Longevity Fund

作　　者：张宁[1] 

机构地区：[1]中央财经大学中国精算研究院/保险学院,北京100081

出　　处：《保险研究》2015年第2期62-70,共9页Insurance Studies

基　　金："中国保险学会教保人身保险高校课题研究基金"资助(编号:jiaobao2013-3;名称:重疾非标准体的精算模型与风险定量化研究)

摘　　要：论文提出了一种有别于传统死亡率模型的新的长寿风险度量模型,叫做死亡率分解模型。基于该模型,论文对美国的死亡率数据进行了分析和对比,同时对中国的死亡率进行了两个角度的分析,并给出了相对更有说服力的结果。同时,论文借助模型的分解结果,提出构建多层次的长寿风险基金,用以应对中国社会日益严重的养老问题。This paper introduced the multi-scale analysis into the longevity risk measurement model which was dif- ferent from the traditional mortality model and was called mortality decomposition model. Then the paper applied the model to the United States and China mortality data and arrived at a fairly convincing conclusion. On the strength of the decomposition result, the paper proposed to establish stratified longevity fund as a response to the intensifying old axe provision problem.

关 键 词：长寿风险 短数据分析 经验模型分解 分级基金 

分 类 号：F840.62[经济管理—保险]