| Gompertz模型在高龄阶段的修正及模拟 |
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| 引用本文： | 张志强,张润楚. Gompertz模型在高龄阶段的修正及模拟[J]. 数学的实践与认识, 2004, 34(1): 36-40 |
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| 作者姓名： | 张志强 张润楚 |
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| 作者单位： | 南开大学数学科学学院统计学系,天津,300071 |
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| 基金项目： | 国家自然科学基金资助项目 ( 1 0 1 71 0 5 1 ) |
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| 摘 要： | 近年来我国人口老龄化呈加快之势 ,精确估计高龄老人的年龄别死亡概率对人寿保险公司计算年金显得尤为重要 .本文针对观察年龄别死亡概率在高龄阶段不再呈现指数增长的事实 ,对 Gompertz模型进行了修正 ,以使模型更好地拟合观察年龄别死亡概率 .
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| 关 键 词： | 修正的Gompertz模型 矩母函数 年龄别死亡概率 |
| 修稿时间： | 2003-02-20 |
Amending Gompertz Model at Very High Ages and Simulating |
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| ZHANG Zhi-qiang,ZHANG Run-chu. Amending Gompertz Model at Very High Ages and Simulating[J]. Mathematics in Practice and Theory, 2004, 34(1): 36-40 |
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| Authors: | ZHANG Zhi-qiang ZHANG Run-chu |
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| Abstract: | Recently ageing of Chain appears fast development trend. Accurate estimating mortality of age x is very important for calculating annuities in the life insurance industry.In the paper, Gompertz model is amended. In order to give an acceptable adherence to observed mortality. |
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| Keywords: | modified Gompertz model mortality of age x moment generating function |
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