论文标题

多人群的死亡率模型:半参数方法

A Mortality Model for Multi-populations: A Semi-Parametric Approach

论文作者

Fang, Lei, Härdle, Wolfgang K., Park, Juhyun

论文摘要

各国,州和地区的死亡率不同。然而,一些经验研究的工作表明,死亡率趋势表现出一种共同的模式,并在人群之间显示出相似的结构。分析死亡率的关键要素是随时间变化的指标曲线。我们的主要兴趣在于验证这些曲线之间共同趋势的存在,类似的性别差异及其在国家一级曲线之间的位置变化。受经验发现的促进,我们基于半参数方法进行了估计和预测死亡率的研究,该方法适用于具有与形状相关的非线性变化的多个曲线。这种方法使我们能够捕获曲线函数中包含的共同特征,同时提供了通过一些偏差参数来表征非线性变化的可能性。这些参数对时间变化曲线功能进行了启发性的摘要,可以进一步用于对具有贫瘠数据集的国家进行暗示性的预测分析。在这项研究中,该模型以日本和中国的死亡率进行了说明,并扩展了更多国家。

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing mortality rate is a time-varying indicator curve. Our main interest lies in validating the existence of the common trends among these curves, the similar gender differences and their variability in location among the curves at the national level. Motivated by the empirical findings, we make the study of estimating and forecasting mortality rates based on a semi-parametric approach, which is applied to multiple curves with the shape-related nonlinear variation. This approach allows us to capture the common features contained in the curve functions and meanwhile provides the possibility to characterize the nonlinear variation via a few deviation parameters. These parameters carry an instructive summary of the time-varying curve functions and can be further used to make a suggestive forecast analysis for countries with barren data sets. In this research the model is illustrated with mortality rates of Japan and China, and extended to incorporate more countries.

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