| 基于动态死亡率模型下的群体自助养老年金给付研究 |
投稿时间：2018-03-14 修订日期：2018-03-14  点此下载全文 |
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| 中文摘要:死亡率逐年下降、人口预期寿命增加给我国养老金体系带来了巨大压力,因此准确地预测死亡率变得尤为重要.由于中国人口死亡率数据有限,本文基于经典的双线性随机Lee-Carter模型,采用经济学的协整理论,克服了ARIMA模型预测的局限性,构建了中国男性人口死亡率的预测模型,并对中国男性人口死亡率进行预测.同时考虑到我国单一的养老保险模式,引入由消费者承担系统长寿风险、年金池承担个体长寿风险的群体自助养老年金(GSA),将预测的死亡率代入GSA模型进行实证分析,发现与普通年金相比 GSA模型分担模式拥有较高的给付额.最后给出适合我国国情的养老保险建议,真正意义上实现我国所有公民“老有所养,老有所依”. |
| 中文关键词:Lee-carter模型 协整理论 长寿风险 群体自助养老年金 |
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| The Study on Group Self -Pooling and Annuitization Schemes Payment about Dynamic Motality Model |
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| Abstract:As the mortality rate declines year by year and the increase of life expectancy of population brings tremendous pressure on our pension system, it is particularly important to accurately predict the mortality rate. Due to the limited population mortality data in China, this article based on the Lee-Carter model, using Co-integration theory to overcome the limitation of ARIMA model and construct a prediction model of male mortality in China. Meanwhile a Group Self-Annuitization (GSA) with higher payment was introduced and the predicted mortality rate was substituted into the GSA model. Finally we give the endowment insurance proposal that is suitable for our country's national conditions, in the real sense, we can achieve the goal that the citizens in our country should be "empowered and old". |
| keywords:Lee-Carter Model Co-integration Theory Longevity Risk Group Self- Annuitization. |
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