中央财经大学2025年专题学术讲座

教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动

精算论坛第264期讲座

(2025年6月26日)

讲座主题：Assessing Climate-Driven Mortality Risk: A Stochastic

Approach with Distributed Lag Non-Linear Models

摘要：Assessing climate-driven mortality risk has become an emerging area of research in recentdecades. In this paper, we propose a novel approach to explicitly incorporate climate-driveneffects into both single- and multi-population stochastic mortality models. The new model consists of two components: a stochastic mortality model, and a distributed lag non-linear model(DLNM). We illustrate theeffectiveness and superior performance of our model using data from three European regions:Athens, Lisbon, and Rome. Furthermore, we utilize future UTCI data generated from climatemodels to provide mortality projections into 2045 across these regions under two RepresentativeConcentration Pathway (RCP) scenarios. The projections show a noticeable decrease in wintermortality alongside a rise in summer mortality, driven by a general increase in UTCI over time.Although we expect slightly lower overall mortality in the short term under RCP8.5 comparedto RCP2.6, a long-term increase in total mortality is anticipated under the RCP8.5 scenario.

报告人：Han Li

Han Li

Dr Han Li is an Associate Professor at the Centre for Actuarial Studies, Department of Economics，University of Melbourne. She is also an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research.

She is an Associate of the Institute of Actuaries of Australia, and has a broad range of research interests around longevity and mortality risks, ageing and retirement, and the impact of climate change on insurance industry. Specifically, much of her research expertise centers on actuarial modelling and forecasting using advanced econometric and statistical techniques. She has attracted research funds from the Australian Research Council, the Society of Actuaries, the Casualty Actuarial Society, and the Australia-Germany Joint Research Cooperation Scheme (DAAD). Han's research has been published in top-tier journals including Insurance: Mathematics and Economics, ASTIN Bulletin, North American Actuarial Journal, Scandinavian Actuarial Journal, Journal of Forecasting, International Journal of Forecasting, and Annals of Actuarial Science.

讲座时间：2025年6月26日（周四）下午14:00-15:30

报告地点：沙河学院楼13号楼301

邀 请 人：廖朴