이 연구에서는 한국의 사망력 추계를 위해 Li 와 Lee가 그룹 인구의 일관성 있는 사망력 추계를 위해 제안한 Coherent Lee-Carter방법을 일본, 타이완의 자료를 결합하여 적용하고, 이 방법의 적합을 검증하였으며, Lee-Carter방법을 각각 적용했을 때와의 결과를 비교하였다. 세 국가를 하나의 그룹으로 작성한 이 방법은 세 국가에 각각 Lee-Carter방법을 적용했을 때에 비해 타이완의 기대수명 증가를 가속시키고, 일본의 기대수명 증가를 감속시키면서, 2050년 세 국가의 기대수명 범위를 6.8세에서 3.0세로 감소시켰다. 한국의 경우는 남녀전체의 기대수명은 크게 변화시키지 않았으나, 65세 이상의 기대수명 증가를 가속화시키고, 65세 이하의 기대수명증가를 감속화 시켰으며, 남녀 기대수명 차이를 서서히 감소시켰다. 이 방법은 한 국가의 사망력 추계를 위해 사망환경이 유사한 국가의 사망력을 결합하는 것은 장기간의 사망력 수렴뿐만 아니라, 단기간의 사망력 추계의 적합도 향상, 연령별 사망력 감소 패턴의 보정 및 한 국가 내 세부 그룹 인구의 일관성 있는 사망력 추계에의 응용 등 여러 가지 장점이 있음을 시사한다.
이 연구에서는 한국의 사망력 추계를 위해 Li 와 Lee가 그룹 인구의 일관성 있는 사망력 추계를 위해 제안한 Coherent Lee-Carter방법을 일본, 타이완의 자료를 결합하여 적용하고, 이 방법의 적합을 검증하였으며, Lee-Carter방법을 각각 적용했을 때와의 결과를 비교하였다. 세 국가를 하나의 그룹으로 작성한 이 방법은 세 국가에 각각 Lee-Carter방법을 적용했을 때에 비해 타이완의 기대수명 증가를 가속시키고, 일본의 기대수명 증가를 감속시키면서, 2050년 세 국가의 기대수명 범위를 6.8세에서 3.0세로 감소시켰다. 한국의 경우는 남녀전체의 기대수명은 크게 변화시키지 않았으나, 65세 이상의 기대수명 증가를 가속화시키고, 65세 이하의 기대수명증가를 감속화 시켰으며, 남녀 기대수명 차이를 서서히 감소시켰다. 이 방법은 한 국가의 사망력 추계를 위해 사망환경이 유사한 국가의 사망력을 결합하는 것은 장기간의 사망력 수렴뿐만 아니라, 단기간의 사망력 추계의 적합도 향상, 연령별 사망력 감소 패턴의 보정 및 한 국가 내 세부 그룹 인구의 일관성 있는 사망력 추계에의 응용 등 여러 가지 장점이 있음을 시사한다.
This paper examines the performance of the coherent Lee-Carter method for the mortality forecasting for the Republic of Korea combined with Japan and the Taiwan Province of China as a group by comparing it with the separately applied Lee-Carter method. It narrowed the gap of life expectancies betwee...
This paper examines the performance of the coherent Lee-Carter method for the mortality forecasting for the Republic of Korea combined with Japan and the Taiwan Province of China as a group by comparing it with the separately applied Lee-Carter method. It narrowed the gap of life expectancies between three countries from 6.8 years to 3.0 years in 2050, with higher life expectancy forecasts for the Taiwan Province of China and lower ones for Japan than with the separate forecast. This method did not affect the sex-combined life expectancy forecast for the Republic of Korea, but it accelerated the mortality decline for ages 65 and over and decelerated it for the younger age groups, diminishing sex differentials of life expectancy at a slower speed. It suggests that the integration of regional mortality information into mortality forecasting of one country gives several advantages in terms of short run fit within each country as well as long run convergence between countries, a modification of the age pattern of mortality decline, and a consistent application of the forecasting of subgroups within a country.
This paper examines the performance of the coherent Lee-Carter method for the mortality forecasting for the Republic of Korea combined with Japan and the Taiwan Province of China as a group by comparing it with the separately applied Lee-Carter method. It narrowed the gap of life expectancies between three countries from 6.8 years to 3.0 years in 2050, with higher life expectancy forecasts for the Taiwan Province of China and lower ones for Japan than with the separate forecast. This method did not affect the sex-combined life expectancy forecast for the Republic of Korea, but it accelerated the mortality decline for ages 65 and over and decelerated it for the younger age groups, diminishing sex differentials of life expectancy at a slower speed. It suggests that the integration of regional mortality information into mortality forecasting of one country gives several advantages in terms of short run fit within each country as well as long run convergence between countries, a modification of the age pattern of mortality decline, and a consistent application of the forecasting of subgroups within a country.
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제안 방법
Before comparing the performance of the separate LC method and the coherent LC method over the forecasting period, the quality of the fit of the two methods over the sample period was examined. [Figure 6] shows the actual and fitted deaths rates for selected age groups for the period from 1970 to 2008 by the separated LC method and the coherent LC method.
이론/모형
The separate LC method is a method for the extrapolation of persistent long-term historical patterns and trends in mortality without any special additional assumptions. It involves a two-factor(age and time) model and uses matrix decomposition to extract a single time-varying index of the level of mortality and forecast it using a time series model. The strengths of the method are its simplicity and robustness in the context of linear trends in age-specific death rates.
This method could improve mortality forecasting for the Republic of Korea with a rather short historical mortality data series by supplementing data from other countries. The result by using the coherent LC method will be compared to the result of the separately applied Lee-Carter method(henceforth the separate LC method) to each country. This paper could be an early study to evaluate this method and apply it for a country, while the ordinary Lee-Carter method has been assessed widely and is among the best applications for mortality forecasting(Wilmoth, 1996; Tuljapurkar, Le and Boe, 2000; Lee and Miller, 2001; Renshaw and Haberman, 2003 a, b; Currie, Durban and Eilers, 2004; Li, Lee and Tuljapurkar, 2004; Bongaarts, 2005; Buettner and Zlotnik, 2005; Booth, Hyndman, Tickle and Jong, 2006; Girosi and King, 2006; Kim, 2006; Hwang and Jung, 2011).
This paper will apply the coherent Lee-Carter method(henceforth the coherent LC method) to forecast the mortality for the Republic of Korea. It will combine the mortalities of Japan and the Taiwan Province of China, which are geographically close to each other and possess similarity in diet, culture and a relatively small gap in economic classes in addition to having available historical data.
To forecast the mortality for the Republic of Korea, this paper applies the coherent LC method using the combined mortality of Japan and the Taiwan Province of China. By comparing the coherent LC method to the separate LC method, it found that the integration of regional mortality information into mortality forecasting of one country gives several advantages in terms of a short run fit within each country as well as a long run convergence between countries.
성능/효과
First, combining the common trend of the group mortality and specific trend of each country gave a more plausible mortality forecasting in the short run as well as in the long run. Using a common trend changed the mean level of mortality decline in each country and gave a more plausible result in the short run.
Second, the coherent LC method modified the age pattern of mortality decline by decelerating the declining mortality in younger age groups and accelerating the declining mortality in older age groups in the Republic of Korea. It implies that the coherent LC method reflects the transitional mortality decline pattern by using the common pattern of declining mortality from countries in different stages of the declining process.
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