基于岭回归的动态死亡率预测方法及其改进  

Dynamic Mortality Prediction Method and Its Improvement Based on Ridge Regression

作　　者：李雨欣 LI Yuxin(School of Finance,Nankai University,Tianjin 300350,China)

机构地区：[1]南开大学金融学院,天津300350

出　　处：《科技和产业》2024年第9期72-76,共5页Science Technology and Industry

摘　　要：建立适当的人口死亡率模型对人口预测、人力资本具有重要意义。对随机死亡率年龄-时期-队列(APC)模型的估计方式进行改进,在广义线性模型的基础上,引入岭回归估计。基于日本1980—2020年0~95岁人口死亡率分别使用广义线性泊松回归模型与改进的岭回归模型进行死亡率的拟合与预测,使用均方根误差、似然函数、贝叶斯信息准则模型评价准则进行比较。实证分析结果表明,在拟合效果与预测结果上,改进的岭回归模型均优于使用最大似然估计的广义线性模型(GLM)。It is of great significance to establish a proper mortality model for population forecasting and human capital.The estimation method of age-period-cohort(APC)model of random mortality was improved,and Ridge regression estimation was introduced on the basis of generalized linear model.Based on the mortality rate of Japanese population aged 0~95 from 1980 to 2020,the generalized linear Poisson regression model and the improved Ridge regression model were used to fit and predict the mortality rate respectively.Model evaluation criteria such as root-mean-square error were used for comparison.The empirical analysis shows that the improved Ridge regression model is superior to the general liner model(GLM)using maximum likelihood estimation in both fitting effect and prediction results.

关 键 词：人口死亡率 年龄-时期-队列(APC)模型 岭回归估计 

分 类 号：F840.62[经济管理—保险]