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预测年龄别死亡分布:累积分布函数变换

Forecasting age distribution of deaths: Cumulative distribution function transformation

Insurance Mathematics and Economics · 2025
被引 1
人大 BABS 3

中文导读

提出累积分布函数变换来预测生命表中的死亡人数,在日本数据上验证其预测精度优于现有方法,对人口学家估计存活概率和精算师定价年金有帮助。

Abstract

Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these constraints can be problematic for such nonlinear data. We introduce cumulative distribution function transformation to forecast the life-table death counts. Using the Japanese life-table death counts obtained from the Japanese Mortality Database (2024) , we evaluate the point and interval forecast accuracies of the proposed approach, which compares favourably to an existing compositional data analytic approach. The improved forecast accuracy of life-table death counts is of great interest to demographers for estimating age-specific survival probabilities and life expectancy and actuaries for determining temporary annuity prices for different ages and maturities.

人口学精算学统计学计量经济学