《保险研究》20241204-《物价水平和经济增长因素对我国人口死亡率变化趋势的影响研究——基于CPI和人均GDP指标》（马清萧、顾雪非、伍慧玲、付强）

［摘   要］本文基于国家统计局、《中国人口统计年鉴》和《中国人口和就业统计年鉴》1998~2020年的人口死亡率数据以及CPI和人均GDP数据，研究了人均GDP和CPI对我国人口死亡率的影响。为规避传统的Lee-Carter死亡率预测模型的推断陷阱问题，以Q.Liu方法为基础，建立带有人均GDP指标的Niu-Melenberg模型和带有CPI指标的Ma-Boonen模型，对比了传统的Lee-Carter模型、Niu-Melenberg模型和Ma-Boonen模型对我国人口死亡率的预测效果。分析样本内结果发现，具有经济指标的模型明显优于传统Lee-Carter模型，且加入了人均GDP的Niu-Melenberg模型表现最优。比较样本外结果发现，两个具有经济指标的预测模型显著优于传统Lee-Carter模型，且引入了CPI指标的Ma-Boonen模型呈现了更低的误差水平。比较长期人口预期寿命的结果发现，Ma-Boonen模型更具备合理性；相对于Lee-Carter模型和Ma-Boonen模型，Niu-Melenberg模型对我国人口预期寿命的预测呈现了过于乐观的结果。

［关键词］死亡率模型;Lee-Carter模型;人均GDP;CPI;人口预期寿命

［基金项目］国家卫生健康委卫生发展研究中心战略支撑课题(XMBH-202405-024)；教育部人文社会科学重点研究基地重大项目(22JJD790091)；中央财经大学中央高校基本科研业务费专项资金。

［作者简介］马清萧，国家卫生健康委卫生发展研究中心助理研究员；顾雪非，国家卫生健康委卫生发展研究中心研究员；伍慧玲，中央财经大学中国精算研究院教授、博士生导师；付强(通讯作者)，国家心理健康和精神防治中心二级研究员。

A Research on the Impacts of Price Level and Economic Growth Factor on the Trends of the Chinese Mortality—Based on the CPI and per capita GDP

MA Qing-xiao,GU Xue-fei,WU Hui-ling,FU Qiang

Abstract：This paper studies the impact of GDP per capita and CPI on Chinese mortality rate,using the mortality data from 1998 to 2020 sourced from the National Bureau of Statistics,China Demographic Yearbook and China Population and Employment Statistical Yearbook.To avoid the inference pitfall of the classic Lee-Carter model,this study employs the Q.Liu method to establish the Niu-Melenberg model embedded with the GDP per capita indicator,and the Ma-Boonen model embedded with the CPI indicator.Then,it compares the predictive performance of these three models on Chinese mortality rate.The in-sample results reveal that models embedded with economic factors significantly outperform the classic Lee-Carter model,with the Niu-Melenberg model incorporating GDP per capita showing the best performance.In out-of-sample comparisons,both models embedded with the economic factor show better performance than the classic Lee-Carter model,and the Ma-Boonen model which considers CPI presents a lower forecasting error in most cases.In comparing long-term population life expectancy results,the Ma-Boonen model is more reasonable,while the Niu-Melenberg model presents overly optimistic expectations in predicting China’s population life expectancy compared to others.

Key words：mortality modeling;Lee-Carter model;per capita GDP;CPI;life expectancy