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本文针对传统单因子Lee-Carter模型中死亡率的改善呈常数速率的明显弊端，利用贝叶斯MCMC方法和中国实际人口死亡率数据，考察对比了双因子Lee-Carter模型的预测效果.检验结果表明双因子模型的拟合优度和离差信息准则DIC明显优于单因子模型，较好地抓住了死亡率随时间演进的波动性.文章还进一步比较了基于两种模型预测结果的年金的定价、统计特征、风险度量和资本要求.结果表明双因子模型下，年金价格...
中国人口死亡率Lee-Carter模型的再抽样估计、预测与应用。
Gupta, Sunil;Edward W. Carter Professor of Business Administration in Harvard Business School（图）
Professor Business Administration Harvard Business School
2011/10/8
Sunil Gupta is the Edward W. Carter Professor of Business Administration and Head of the Marketing Department at Harvard Business School. He currently teaches an elective course on Digital Marketing S...
A simple model of mortality trends aiming at universality: Lee Carter + Cohort
mortality trends aiming universality
2010/10/19
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that ...
Lee-Carter死亡率模型的估计与应用
Lee-Carter 死亡率模型 估计应用
2016/2/29
文章选择Lee-Carter死亡率模型对中国人口死亡率数据进行拟合和预测，以探讨Lee-Carter模型在中国的适用性和表现形式。基于1992~2007年中国人口分年龄组死亡率数据，文章对奇异值分解法（SVD）、最小二乘法(OLS)、加权最小二乘法(WLS)和极大似然法(MLE)的拟合结果和预测能力进行了比较分析，结果表明，加权最小二乘法具有最好的拟合和预测效果。文章利用最优的拟合模型，对未来中国...
A simple model of mortality trends aiming at universality: Lee Carter + Cohort
mortality trends Lee Carter + Cohort universality
2010/4/27
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that ...
Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons
Prospective tables extrapolation adjustment life annuities
2010/10/18
The aim of this paper is to study the construction of prospective mortality tables from a low number of persons subjected to risk. The presented models are the Lee-Carter and log-Poisson methods resp...
“Please Better Shut Their Mouths”: German Influence on U.S. Macroeconomic Policy under the Carter Administration
German Influence U.S. Macroeconomic Policy the Carter Administration
2009/9/29
In this paper, I examine the intersubjective context of these policy shifts, addressing not only the domestic context of debates over wage-price trends, but also German pressure on U.S. policy, and t...
Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions
functional data Lee-Carter method mortality forecasting nonparametric smoothing principal components state space
2008/12/12
We compare the short- to medium-term accuracy of five variants or extensions of the Lee-Carter method for mortality forecasting. These include the original Lee-Carter, the Lee-Miller and Booth-Maindon...
The Palistine Issue in the Eyes of Jimmy Carter:A Book Review
Palistine Issue Eyes Jimmy Carter Book Review
2015/8/19
U.S. President and Nobel Peace Laureate, Jimmy Carter (1977-1981) has written nearly 20 books, including two on the Middle East, both The New York Times bestsellers: The Blood of Abraham Insights into...