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论文类型：会议论文

发表时间：2015-01-01

收录刊物：CPCI-SSH

页面范围：213-218

关键字：Longevity Risk; Lee-Carter Model; fitting acuracy

摘要：The research of this paper is based on the Lee-Carter methodology and the real mortality data. Numerical simulation was applied on the Lee-Carter mortality forecasting model, and the comparison of the results between the real mortality curve and fitting mortality curve from Lee-Carter model has been obtained. From the analysis of the results, the conclusion that there is still obvious limitation in the Lee-Carter methodology has been revealed in this paper. It is urgent to improve the fitting accuracy of the Lee-Carter mortality forecasting model in order to provide academic support to the longevity risk securitization, so as to enhance the dispersion the longevity risk increasing over time.