关键词: 死亡率, 老龄人口, Logistic 两人口模型, 动态模型

Abstract: The modeling and prediction of the mortality of the elderly is the basis of longevity risk measurement and pension management. In China, the death data of the aged population at and above the retirement age are scarce with large random fluctuation. It is difficult to construct a dynamic prediction model that can capture the change of the mortality of the aged with gender, age and time. In this paper, the logistic two-population mortality model is used to study the modeling and prediction of the mortality rate of the elderly population in China. Firstly, we use the mortality data of Taiwan to select the model structure and test the robustness and prediction performance of the model. Secondly, based on the mortality data in the mainland of China, the model structure is verified and selected, and the selected model is used to model and predict elderly mortality in the mainland of China. The results show that the logistic two-population model is better than the single population CBD model in fitting and predicting the mortality rate of elderly males and females in China. Finally, we use the logistic two-population mortality model to extrapolate and predict the mortality in the dimensions of age and time, and calculate the expected remaining life of the aged population by age in the period and cohort to provide more accurate data support for pension actuarial evaluation and longevity risk analysis.

Key words: Mortality, Aged Population, Logistic Two-population Model, Dynamic Model