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  • 标题:The Myth of Methuselah and the Uncertainty of Death: The Mortality Fan Charts
  • 本地全文:下载
  • 作者:Kevin Dowd ; David Blake ; A.J.G. Cairns
  • 期刊名称:Discussion Paper / The Pensions Institute
  • 印刷版ISSN:1367-580X
  • 出版年度:2007
  • 卷号:2007
  • 出版社:Pensions Institute
  • 摘要:This paper uses mortality fan charts to illustrate prospective future male mortality. These fan charts show both the most likely path of male mortality and the bands of uncertainty surrounding that path. The fan charts are based on a model of male mortality that is known to provide a good fit to recent UK mortality data. The fan charts suggest that there are clear limits to longevity, that future mortality rates are very uncertain and tend to become more uncertain the further ahead the forecast, and that forecasts of future mortality uncertainty must take account of uncertainty in the parameters of the underlying mortality model.
  • 关键词:mortality, fan charts, longevity risk, parameter risk
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