基于竞争风险/多重递减理论和马尔可夫铁路模型的第25次精算估值的铁路工人工作寿命

Gary R. Skoog, James E Ciecka
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引用次数: 2

摘要

美国铁路退休委员会的精算局每三年公布一次铁路工人退休计划的估值。最新的报告是2012年8月发布的《第25次精算估值》,涵盖2008- 2010年。我们使用本评估的技术补充中包含的死亡率、残疾退休、年龄退休和其他最终提取的数据来估计铁路工人的工作寿命(WLE)。与基于第二十三次精算估值和第二十四次估值的WLE相比,WLE有实质性变化。我们确定了这些变化的来源。除了WLE之外,我们还估计了整个概率质量函数,并提供了铁路工作时间分布特征的汇总度量。我们的主要结果使用了竞争风险/多重递减模型,但我们也提供了基于铁路马尔可夫过程模型的WLE,并表明前者模型也是一个马尔可夫模型,尽管与铁路马尔可夫模型不同。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Worklife Expectancy of Railroad Workers Based on the Twenty-Fifth Actuarial Valuation Using Both Competing Risks/Multiple Decrement Theory and the Markov Railroad Model
The U. S. Railroad Retirement Board's Bureau of the Actuary publishes valuations of the retirement plan for railroad workers every three years. The most current report, the Twenty-Fifth Actuarial Valuation, released in August 2012 covers the years 2008-10. We use data on mortality, disability retirements, age retirements, and other final withdrawals contained in the Technical Supplement of this valuation to estimate worklife expectancies (WLE) of railroad workers. There are substantial changes in WLE when compared to WLE based on the Twenty-Third Actuarial Valuation and the Twenty-Fourth Valuation. We identify the sources of these changes. In addition to WLE, we estimate entire probability mass functions and provide summary measures of distributional characteristics of time spent in railroad work. Our main results use a competing risks/multiple decrement model, but we also provide WLE based on the railroad Markov process model and show that the former model is also a Markov model, albeit a different Markov model from the railroad Markov model.
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