时 间：2026-05-23 14:30 - 15:30
地 点：普陀校区理科大楼A1514室
报告人：Xiaobai Zhu香港中文大学助理教授
主持人：陈律华东师范大学副教授
摘 要：
The Cairns-Blake-Dowd (CBD) model is a workhorse mortality model in actuarial science. Despite its seminal role in actuarial applications, its logit-linear-in-age structure rests on statistical assumption rather than biological mechanism. Using reliability theory of aging, this paper provides the first mechanistic derivation of the CBD class of mortality models. Specifically, its defining structure emerges as an exact mathematical consequence of a natural aging process in which an organism's biological subsystems fail through a self-amplifying cascade. We then progressively enrich the reliability parameter structure to derive a new hierarchy of mortality models, where cohort heterogeneity in mortality is attributed to initial frailty and aging intensity. Calibrated on national mortality data, the reliability-based models consistently outperform their actuarial counterparts at every structural level of the hierarchy. We also demonstrate the practical value of grounding mortality models in an interpretable biological aging process.
报告人简介：
朱霄白，香港中文大学金融系助理教授。2019年10月博士毕业于加拿大滑铁卢大学。2020.1-2022.7在西南财经大学保险学院任职，2022年8月加入香港中文大学，任助理教授。主要研究兴趣包括养老金设计以及长寿风险模型。研究成果主要发表在保险精算主流期刊，如：IME、ASTIN Bulletin、SAJ、NAAJ等杂志。