| 中国人口死亡率建模比较及长寿风险度量 |
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| 引用本文：肖鸿民,赵弘宇,马海飞.中国人口死亡率建模比较及长寿风险度量[J].经济数学,2020,(4):11-18 |
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| 中文摘要:以我国颁布的3套保险行业经验生命表为基础，结合1995-2017年国家统计局发布的《中国统计年鉴》中的死亡率数据，首先分析了中国全年龄人口数据死亡率动静态变动特点，其次比较了LC，CBD和APC 3种模型对中国死亡率数据的拟合优劣，最后采用最优APC模型度量了不同生命表下的长寿风险.死亡率的动态变化会导致以经验生命表为依据的年金产品定价出现偏差，增加养老金管理机构的承保风险. |
| 中文关键词:生命表差异 死亡率比较 长寿风险 保费差异 |
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| Comparison of Mortality Modeling and Measurement of Llongevity Risk Based on Chinese Population Data |
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| Abstract:We first analyzed the dynamic and static changes in the mortality rate of all-age population data in China based on the three sets of insurance industry experience life tables promulgated by China and the mortality data in the "China Statistical Yearbook" released by the National Bureau of Statistics (1995-2017). Secondly, we compared the fit of the three models of LC, CBD, and APC to the Chinese mortality data. Finally, the optimal APC model was used to measure the longevity risk under different life tables. Due to the dynamic changes in mortality, the pricing of annuity products based on the empirical life table will be biased, increasing the risk of pension management institutions. |
| keywords:differences in life tables mortality comparison longevity risk premium difference |
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