Pensions Institute, Cass Business School, City University, 106 Bunhill Row, London EClY 8TZ, United Kingdom.
Demography. 2010 Feb;47(1):67-78. doi: 10.1353/dem.0.0083.
This article uses longevity fan charts to represent the uncertainty in projections of future life expectancy. These fan charts are based on a mortality model calibrated on mortality data for English and Welsh males. The fan charts indicate strong upward sloping trends in future life expectancy. Their widths indicate the extent of uncertainty in these projections, and this uncertainty increases as the forecast horizon lengthens. Allowing for uncertainty in the parameter values of the model adds further to uncertainty in life expectancy projections. The article also illustrates how longevity fan charts can be used to stress-test longevity outcomes.
本文使用长寿扇形图来表示对未来预期寿命预测的不确定性。这些扇形图基于对英国和威尔士男性死亡率数据进行校准的死亡率模型。扇形图显示了未来预期寿命呈强劲上升趋势。它们的宽度表明了这些预测的不确定性程度,并且随着预测期限的延长,不确定性会增加。考虑到模型参数值的不确定性会进一步增加预期寿命预测的不确定性。本文还说明了如何使用长寿扇形图来对长寿结果进行压力测试。