A Dynamic Factor Approach to Mortality Modeling

Longevity risk has become one of the major risks facing the insurance and pensions markets globally. The trade in longevity risk is underpinned by accurate forecasting of mortality rates. Using techniques from macroeconomic forecasting we propose a dynamic factor model of mortality that fits and forecasts age‐specific mortality rates parsimoniously. We compare the forecasting quality of this model against the Lee–Carter model and its variants. Our results show the dynamic factor model generally provides superior forecasts when applied to international mortality data. We also show that existing multifactorial models have superior fit but their forecasting performance worsens as more factors are added. The dynamic factor approach used here can potentially be further improved upon by applying an appropriate stopping rule for the number of static and dynamic factors. Copyright © 2013 John Wiley & Sons, Ltd.     

全年龄连续的人口死亡模型的样条方法

为解决全年龄连续的人口死亡模型的改进问题，提出利用带有两个形状参数的Bezier曲线根据实际数据建立先验函数的方法。这种方法充分发挥了带形状参数的Bezier曲线的实用性及灵活性，既考虑到数据的整体性，又兼顾到不同时期数据的特殊变化。建立的模型有很好的拟合度和光滑度。     

一种分阶段生存模型的均衡保费计算

分阶段生存模型的均衡保费计算。该模型设人除了生存与死亡两状态外,还有半自理状态,不能自理状态。假设人只能从前一状态转移到下一状态,下到死亡,中间不能跳跃逆转,且各状态间存活的时间相互独立,各状态间转移及死亡在一年中均匀发生。在此模型下该文给出了计算均衡保费的方法。     

Projection of population structure in China using least squares support vector machine in conjunction with a Leslie matrix model

China is a populous country that is facing serious aging problems due to the single‐child birth policy. Debate is ongoing whether the liberalization of the single‐child policy to a two‐child policy can mitigate China's aging problems without unacceptably increasing the population. The purpose of this paper is to apply machine learning theory to the demographic field and project China's population structure under different fertility policies. The population data employed derive from the fifth and sixth national census records obtained in 2000 and 2010 in addition to the annals published by the China National Bureau of Statistics. Firstly, the sex ratio at birth is estimated according to the total fertility rate based on least squares regression of time series data. Secondly, the age‐specific fertility rates and age‐specific male/female mortality rates are projected by a least squares support vector machine (LS‐SVM) model, which then serve as the input to a Leslie matrix model. Finally, the male/female age‐specific population data projected by the Leslie matrix in a given year serve as the input parameters of the Leslie matrix for the following year, and the process is iterated in this manner until reaching the target year. The experimental results reveal that the proposed LS‐SVM‐Leslie model improves the projection accuracy relative to the conventional Leslie matrix model in terms of the percentage error and mean algebraic percentage error. The results indicate that the total fertility ratio should be controlled to around 2.0 to balance concerns associated with a large population with concerns associated with an aging population. Therefore, the two‐child birth policy should be fully instituted in China. However, the fertility desire of women tends to be low due to the high cost of living and the pressure associated with employment, particularly in the metropolitan areas. Thus additional policies should be implemented to encourage fertility.     

腹部大手术后动脉血乳酸水平对临床结果的影响

目的:研究腹部大手术后动脉血乳酸水平对临床结果的影响.方法:对2007年2月～2009年2月所有进行腹部大手术的421例病例进行前瞻性对比研究,统计所有病人的初始、第24小时、第48小时乳酸值及清除时间,并发症及死亡情况.结果:并发症组及死亡组术后不同时间血乳酸水平均高于无并发症组(P<0.001);术后乳酸值24小时正常组、24～48小时正常组、48小时后正常组及术后乳酸一直未正常组并发症发生率分别为13%、39%、65%和100%.结论:动脉血乳酸水平可预测腹部大手术后并发症发生率及死亡率.     

重提古代的形神之辩

形与神的关系是一个既古老又常新的话题。古代的形神之辩曾是异常尖锐和激烈，从鬼魂说与精气说的对立，经过神定说与形定说之争，到形尽神不灭说与形尽神尽神灭说的斗争达到了最高潮。而一直到今天，形神之辩从未停止过。在新的形势下，它又增添了新内空，赋予民新含义。今天，重提古老的形神之辩，具有不可忽视的现代价值。     

大鼠腹腔麻醉方法的改进

摘要:目的介绍一种大鼠腹腔麻醉的改进方法,提高大鼠麻醉存活率。方法取100 只SD 大鼠随机分为2 组, 每组50 只大鼠,对照组采用传统的一次性腹腔注射,实验组采用改进的间断腹腔注射。分别比较两组麻醉起效时 间、麻醉维持时间、麻醉药浓度可控性及术中及术后死亡率等。结果对照组麻醉大鼠的起效时间(3. 8 ± 1. 4) min,维持时间(115. 5 ± 12. 8)min,死亡率为12% ;实验组麻醉大鼠的起效时间(10. 9 ± 2. 5)min,维持时间(129. 3 ± 9. 8)min,死亡率为0。结论采用间断腹腔注射法进行麻醉可降低大鼠麻醉死亡率,提高动物手术的成功率。     

三丁基锡对罗非鱼稚鱼生长和ATP酶活力的影响

在实验生态条件下,研究浓度为0.1、1、10 ng/L的三丁基锡对罗非鱼稚鱼生长、死亡率及Ca2 -ATP酶和Na ,K -ATP酶活力的影响.结果显示:三丁基锡抑制罗非鱼稚鱼的生长发育.其中15 d的1 ng/L和10 ng/L暴露组体长较对照组显著性降低;15 d和30 d的10 ng/L暴露组死亡率较对照组均显著增加.三丁基锡对罗非鱼稚鱼的Ca2 -ATP酶和Na ,K -ATP酶活力的抑制均表现剂量依赖性.Ca2 -ATP酶和Na ,K -ATP酶活力的变化与死亡率具有一定相关性.     

分数年龄假设与生存函数的插值

在生存函数的估计与相关的计算中,特别是在人寿保险的计算中,人们从寿命表上只能知道生存函数在某些年龄点（最常见的整数年龄）上的值,对于非整数年龄（分数年龄）点的生存函数,通用的做法是在某些假设之下由整数年龄的生存函数而得到,本文首先讨论了经典的三种分数年龄假设的插值形式及其对生存函数及期望寿命计算的影响,然后提出了通过对死亡力度插值的方法以得到光滑的生存函数估计。     

人工冻结粘性土的冻胀特性研究

冻结法在矿山建设方面应用已越来越多,冻胀对施工的影响也不容忽视,对冻胀进行研究很有必要.通过自行研制的冻胀仪进行试验,并根据试验结果,比较分析两淮地区人工冻结粘性土在不同地层深度和土质下的冻胀特性,以及相同土样的砂质粘土在不同含水率下的冻胀特性,得出了冻胀力和冻胀率随着地层深度的增加而减小的特性.并研究了相同砂质粘土土样在不同含水量下的冻胀特性,得出了相同土样的砂质粘土冻胀率随着含水量的增大而增大,特别当含水量大于塑限时冻胀增量更大的物理特性,对工程应用具有一定的参考价值.