演讲题目：

An Extension of the Lee-Carter Model for Mortality Projections

摘要：

The literature on mortality projections has been dominated since the 1990’s by the Lee-Carter (L-C) model, which assumes that the central death rate for a specific age follows a log-bilinear form, allowing for variations in the level of mortality over time. This model, with its inherent homoscedastic structure, has attracted numerous extensions, notably with the introduction of a Poisson model governed by a similar log-bilinear force of mortality. The paper will discuss new extensions to the L-C model along the following lines: (i) Bayesian Implementation of the L-C model with a broad family of embedded ARIMA models; (ii) Adaptation of the L-C model for simultaneous projection of several populations.

演讲人：

Udi Makov

Resume: Professor of Statistics, Department of Statistics, University of Haifa, Israel.

报告时间：

2013年9月25日10:00-11:00

报告地点：

中央财经大学中国精算研究院会议室

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