数量经济技术经济研究
數量經濟技術經濟研究
수량경제기술경제연구
The Journal of Quantitative & Technical Economics
2012年
7期
120~133
,共null页
高高龄 门限年龄 极限分布 反复试验方法 最高到达年龄
高高齡 門限年齡 極限分佈 反複試驗方法 最高到達年齡
고고령 문한년령 겁한분포 반복시험방법 최고도체년령
Old-oldest; Threshold Age; Limiting Distribution; Tatonnement Approach; Highest Attained Age
本文首次创新性地研究了极值理论在我国高龄人口死亡率建模中的应用。本文首先通过考虑分段形式的生存分布,使用极大似然估计和反复试验方法来选择最优的门限年龄和模型参数估计值,以保证高龄死亡率的修匀以及外推的光滑性。其次,本文使用提出的死亡率模型分析高高龄人口死亡力的特征。最后本文探讨人类寿命分布有限上界的存在性问题,并对最高到达年龄进行了预测。该研究将为我国经验生命表的编制工作提供借鉴。
本文首次創新性地研究瞭極值理論在我國高齡人口死亡率建模中的應用。本文首先通過攷慮分段形式的生存分佈,使用極大似然估計和反複試驗方法來選擇最優的門限年齡和模型參數估計值,以保證高齡死亡率的脩勻以及外推的光滑性。其次,本文使用提齣的死亡率模型分析高高齡人口死亡力的特徵。最後本文探討人類壽命分佈有限上界的存在性問題,併對最高到達年齡進行瞭預測。該研究將為我國經驗生命錶的編製工作提供藉鑒。
본문수차창신성지연구료겁치이론재아국고령인구사망솔건모중적응용。본문수선통과고필분단형식적생존분포,사용겁대사연고계화반복시험방법래선택최우적문한년령화모형삼수고계치,이보증고령사망솔적수균이급외추적광활성。기차,본문사용제출적사망솔모형분석고고령인구사망력적특정。최후본문탐토인류수명분포유한상계적존재성문제,병대최고도체년령진행료예측。해연구장위아국경험생명표적편제공작제공차감。
The paper proposes to study the application of extreme value theory in the modeling China's old-age mortality data innovatively. The proposed mortality model is usually performed in a piece-wise approach. The first piece is graduated by the Gompertz model, the second piece is an extrapolation of the graduated death rates to advanced ages by a statistical distribution that is justified by extreme value theory. Using maximum likelihood estimation method and tatonnement approach to choice the optimal threshold age and model parameter estimations, so as to ensure that the Generalized Pareto distribution and the Gompertz part are consistent with each other. Finally, the model proposed in the paper is used to analyze the behavior of the force of mortality at advanced ages, to discuss the existence of a finite upper bound on the life span distribution, and it is further extended to the prediction of highest attained age. This study will provide a guidance to construct China's experience life table.