关键词: Kriging模型, 分数年龄假设, 生命表, 元模型

Abstract: Life tables just provide the values of survival function at exact integer ages. Actuaries often make fractional age assumptions (FAAs) to value survival function at non-integer ages. Classic FAAs have the advantage of being easily treated mathematically, but it is easy for them to produce non-continuity for force of mortality. The most of apparent disadvantages for them is that they can not guarantee to capture precisely the real trends of the survival functions. Actually, an FAA is an interpolation technique. In this study, we try to introduce the well-performance Kriging model to FAA. After fitting the survival function at integer ages, we use the precisely-constructed survival function to build the force of mortality and the life expectancy. The validity of the introduced model is evaluated by a Makehamized survival function. The experimental results show that the interpolation performance of Kriging model greatly outper forms the traditional FAAs.

Key words: Kriging, Fractional Age Assumptions (FAAs), Life Table, Metamodel