create table [User](Id int,[year] int,[month] int,name nvarchar(10),sex varchar(10))
insert into [User] select 1,2001, 11,'张三','男'
insert into [User] select 2,2011, 01,'张三','男'
insert into [User] select 3,2011, 11,'李四','男'
insert into [User] select 4,2001, 06,'李四','男'
insert into [User] select 5,2011, 11,'张三','男'
go
select * from [user] a where not exists(select 1 from [user] where [year]>a.[year] or [year]=a.[year] and [month]>a.[month])
/*
Id          year        month       name       sex
----------- ----------- ----------- ---------- ----------
3           2011        11          李四         男
5           2011        11          张三         男

(2 行受影响)

*/
go
drop table [user]

------解决方案--------------------
SQL code

if object_id('[User]') is not null drop table [User]
create table [User] (Id int,year int,month varchar(2),name varchar(4),sex varchar(2))
insert into [User]
select 1,2001,'11','张三','男' union all
select 2,2011,'01','张三','男' union all
select 3,2011,'11','李四','男' union all
select 4,2001,'06','李四','男' union all
select 5,2011,'11','王五','男'

select * /* into #t */ from [User] a
where not exists
(
select 1 from [User] where name=a.name and sex=a.sex 
and ltrim(year)+ltrim(month)>ltrim(a.year)+ltrim(a.month)
)

drop table [User]

/*
2    2011    01    张三    男
3    2011    11    李四    男
5    2011    11    王五    男

------解决方案--------------------
SQL code
select
 * 
from
 [user] a 
where
 not exists(select 1 from [user] where name=a.name and sex=a.sex 
 and [year]>a.[year] or (name=a.name and sex=a.sex 
and [year]=a.[year] and [month]>a.[month]))