【摘要】 鉴于我国人口日趋老龄化以及医疗水平的显著改善,地震、流行病等时常发生,死亡率风险成为了每个保险公司的关注重点.为了适应死亡率的特征,该文主要针对死亡率数据具有跳跃性的特点,引入干预模型刻画了死亡跳跃带来的影响,最后在Lee-Cater模型基础上建立了一个带随机干预的死亡率模型,使其更加符合对未来死亡率的预测.更多还原

【Abstract】 Considering the aging trend of Chinese population and the improvement of the medical condition,and the earthquake and epidemic occurring frequently.The mortality risk is an important part of almost insurance companies.In order to adapt to the characteristics of mortality.This paper mainly takes into account the complexity of mortality with jump shocks and describes the specific effect by the Intervention analysis model.At last,we build the dynamic mortality factor model with jump shocks based on the Lee-Carter model,and so this model can predict the future mortality more accurately.更多还原