标题： 多国死亡年龄分布预测：预期寿命与年金估值 显示英文标题

标题： Multi-country forecasts of age distribution of deaths: Life expectancy and annuity valuation

摘要： 我们研究了在组合数据分析框架内用于预测死亡人数年龄分布的两种变换。 借鉴人类死亡数据库中24个国家的年龄特定时期生命表死亡人数，我们评估并比较了这两种变换的点预测和区间预测准确性。 提高时期生命表死亡人数的预测准确性对人口学家具有重要意义，他们依赖这些预测来估计生存概率和预期寿命，对精算师来说，他们使用这些预测来计算不同进入年龄和到期时间的定期年金价格。 虽然我们的主要关注点是定期年金，但我们也考虑长期合同，尤其是在较高进入年龄时，这些合同近似于终身年金。 显示英文摘要

摘要： We investigate two transformations within the framework of compositional data analysis for forecasting the age distribution of death counts. Drawing on age-specific period life-table death counts from 24 countries in the Human Mortality Database, we assess and compare the point and interval forecast accuracy of the two transformations. Enhancing the forecast accuracy of period life-table death counts holds significant value for demographers, who rely on such forecasts to estimate survival probabilities and life expectancy, and for actuaries, who use them to price temporary annuities across various entry ages and maturities. While our primary focus is on temporary annuities, we also consider long-term contracts that, particularly at higher entry ages, approximate lifetime annuities.