转型期养老保险模型的数量分析

【作者】 冯利朋；

【导师】 李从珠； 崔玉杰；

【作者基本信息】 北方工业大学 ， 数量经济学， 2006， 硕士

【摘要】 自1979年我国实行计划生育后,中国第一代独生子女已经成人,“四二一”的家庭模式已成为主流,这样就对传统家庭的养老模式提出了挑战;而且,我国目前正处于养老保险制度的转轨期,基金预筹积累的社会统筹与个人账户相结合的制度取代了过去的现收现付制;再加上我国经济的发展,医疗条件的改善,这些都使我国人口寿命得到了显著的延长,进而也加快了我国老龄人口比重的增长,所有这些都使得我国养老保险的问题面临新的形势。过去这方面的研究主要是从宏观角度探讨了一般的养老模型,针对性较弱。由于我国的这个特殊时期不具有普遍性,所以国际上也没有直接可以借鉴的经验。 本文以转型期为背景,在研究国内外养老保险理论的基础上,以生命周期理论为依据,以戴蒙德的世代交叠模型为参考,用衍生的世代交叠模型和拉姆齐模型对我国转型期养老保险模型进行了定量研究,。通过对我国养老保险在经济转型期特点的分析,明确了影响我国现阶段养老保险保障的几个重要因素,在此基础上对原有的世代交叠模型的不妥之处进行了修正,以期解决转型期养老的问题,并使在既定收入条件下一生的效用达到最大。期望在此模型的基础上,构建养老金福利计算的经济模型,得到养老金的预期现值,并在既定的退休年龄、工作年龄、死亡年龄、预期收入条件下,取得以最大养老金福利为目标的的最优储蓄率。 本文以上海市为背景,对该市近20年的相关数据进行了收集、处理和加工,得出了上海市的最优储蓄率。这对我国解决养老帐户空帐和养老保险隐性债务的现实也具有参考价值。 本文的创新点如下: 1.引入了人口机械增长率。以前的模型采用的是人口自然增长率,考虑到研究问题的宏观背景人口出生率大幅度下降,引入人口机械增长率为n; 2,该文发现莫迪利阿尼等人提出的生命周期假说(Life Cycle Hypothesis,LCH)在应用到该文中有2个不妥之处:(1).对收入求一阶偏导,得出边际消费倾向是与收入无关的.这表明无论W(一生总收入)是大是小,MPC都不改变,这与传统的凯恩斯理论相违背,(2)由标准的LCH可以推出人们会在生命周期临近结束时发生负储蓄,这与现实相违背。因此,该文引进了广义的LCH,克服了这两个缺陷。更多还原

【Abstract】 Since we took the method of family planning in 1979, the first singletons have grown up in our country. The family model of "four-two- one" is a mainstream. Such has challenged the traditional social pension insurance (the family that have two or more children is a mainstream in traditional society, but now the family that have one child is a mainstream);such as in mathematics, every problem has essential difference from "one" to "two", but it has only quantity difference, not essential difference, from "two" to "three". More-over, our system of social pension insurance is in transition. All these make the problem of how to provide the aged important. We have studied the model from macro angle, but it isn’t fit for the transition.On the basis of foreign social pension insurance, I study the problem of social pension insurance in shanghai city with the model of lifecycle, overlapping generations model, and the Ramsey Model, and achieve something in theory and demonstration. Through the introduction of our social pension insurance’s development and the analysis of its characteristics, the paper makes the factors which affects our social pension insurance clear and makes the overlapping generation’s model perfect in transition in order to solve our social pension insurance in transition. In the model, the paper adds expected salary, expected life-span, unexpected death and the bequest, etc. the paper gains the optimized rate of saving in a fixed age of retire, death and expected salary.Whereas the characters of shanghai city, the development of economy, the research significances of the first singleton’s social pension insurance in shanghai city and the reality significances of solving our social pension insurance’s debts, the paper collects relevant data about twenty years and analyzes the first singleton in shanghai city with the revised model. In the end, the paper demonstrates the model with the data of shanghai city, and the outcome is satisfying.更多还原