The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Consideration on assumption and transition of mortality model for Korea - Discussion on the kinds of Lee-carter -

우리나라 사망력 모형의 변천과 가정 고찰 - Lee-Carter 류를 중심으로 -

  • Oh, Jinho (Statistical Research Institute, Statistics Korea) ;
  • Kim, Soon-Young (Statistical Research Institute, Statistics Korea)
  • Received : 2018.07.23
  • Accepted : 2018.09.16
  • Published : 2018.10.31
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Abstract

Rapid aging of the population affects population structure and population aging. Consequently, developed countries have focused on population aging as a major issue in regards to pension sustainability finances as well as health and the elderly welfare system. Mortality projections that result from population structure changes and population aging are increasingly important. This paper compares six mortality models using KOSTAT's life table from 1970 to 2016. The models are rooted in the Lee-Carter (LC) model (Lee and Carter, Journal of the American Statistical Association, 87, 659-671, 1992) and have been modified and improved on the assumptions of the LC model. We examined the improvement process and the check assumption by models in order to find a suitable mortality model for Korea. Korea shows rapid aging and declined mortality rate by age; therefore, it is desirable to estimate and predict mortality from LL&LC-ER models by combining LC-ER, LL, and LC-ER models that reflect the phenomena and modify age-specific mortality patterns without major changes in expected life expectancy.

빠른 고령화로 고령층의 증가는 인구구조 변화와 인구고령화에 영향을 미친다. 예전부터 선진국은 인구고령화를 주요현안으로 간주하여 고령화로 인한 연금 재정건전성, 건강 및 노인 복지 시스템의 지속 가능성에 집중하고 있다. 이처럼 고령층의 증가로 인구구조 변화와 인구고령화에 미치는 사망률 예측은 어느 때보다도 중요하다. 본 논문은 통계청 1970-2016년 각세별 생명표 자료를 활용하여 사망률 모형 6가지를 비교하였다. 이들 모형은 Lee-Carter(LC) 모형 (Lee and Carter, Journal of the American Statistical Association, 87, 659-671, 1992)에 근원을 두고 있으며, LC 의 가정을 수정하고 개선한 것이다. 이들 개선과정과 가정검토를 모형별로 살펴보고 우리나라에 적합한 사망률 모형을 모색했다. 분석결과 빠른 고령화와 연령별 사망률의 개선 효과를 보이는 우리나라의 경우 기대수명에 큰 변화를 주지 않고 이들 현상을 반영하고 연령별 사망률 패턴을 수정하는 LC-ER 모형 (Li 등, Demography, 50, 2037-2051, 2013)과 Li-Lee 모형과 LC-ER모형을 조합한 LL&LC-ER 모형으로 사망률을 예측하는 것이 바람직하다.

Keywords

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