| The mortality variations may cause some impacts on the social security system.The payments for basic pension plan shall comply with the dynamic changes of the mortality, and the design and development of various types of life insurance products,the studies on actuarial theory and methods are also based on the mortality. In recent years, the improvement of the social environment, as well as the raising of medical level and living level makes the mortality appear an the overall downward trend. Average life expectancy is significantly longer than before,which makes the debts in the pension individual account becomes bigger and bigger.This is a very serious problem our country faced at present, also this article concerned.In this paper, based on 1997-2013 mortality data in China by age and gender(refer to /China 2010 census data0,/China Population and Employment Statistics Yearbook0), we apply Lee- Carter model and fuzzy Lee- Carter model to predict the future mortality rate, the results predicted by the fuzzy Lee- Carter model are compared with that under Lee- Carter model. It is concluded that fuzzy Lee- Carter model is superior to the Lee- Carter model in predicting mortality.Then the prediction on the mortality of age more than 60 group by Lee- Carter model, fuzzy Lee- Carter model and two-factor model were compared. Draw a two-factor model prediction on is optimal. Finally, according to the results of the analysis, we forecast the mortality trends of China's population in the future,and establish an actuarial model of pension individual account debts based on survival annuity theory, and analyze mortality and life expectancy on pension individual account debts. |
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