【作者】 刘力丰；

【导师】 米红；

【作者基本信息】 厦门大学 ， 模式识别与智能系统， 2007， 硕士

【摘要】 社会保障制度是国家基本的社会经济制度,不仅在国民经济和社会和谐发展中占有重要地位,发挥着积极作用,而且事关千家万户的生计和每一个公民的福祉,为全社会所高度重视。尤其是农村社会养老保险制度的建立和推进,为我国社会主义新农村建设的顺利进行提供了有力的保障。然而无论是我国的城市社会养老保险还是农村养老保险都存在着一定的问题,特别是农村社会养老保险存在着各地条件不同,制度不同以及政府风险责任不明确的向题,需要进行改革和创新。近年来对养老保险制度的定量、精算研究已逐渐成为热点,但对总基金风险的定量估计却相对缺乏。基于以上背景,本文综合养老保险基金的筹集、运营和支付三个最基本也是最重要的方面,结合国内外先进的数理人口技术,建立一套随机因素下的养老基金综合评测发展模型(FSE),并将其应用于实际的长期制度评估中去,为我国社会养老保险的完善以及农村社会养老保险制度的构建和改革提供定量分析依据。在此基础之上,本文设计并实现了农村社会养老保险仿真评估系统,并以浙江省嘉兴市为例得到仿真结果,为相关政策的制定提供了合理的建议。本文总体分为五个部分,首先综述了本研究的背景、意义以及研究结构安排;然后,在前人的精算理论基础之上,将时间序列模型融合入精算模型,推导出领取标准的随机计算方法;同时借鉴了Lee-Carter对人口经验死亡率的建模过程,推导出生命表随机死亡概率模型;在前两步预备模型的引导下,推出养老基金综合评测(Fund Synthesis Estimation)模型,借助Monte Carlo模拟方法的手段,仿真并分析了养老保险基金在不确定因素影响下的变化趋势和状态概率,从而可以推导出政府的财政投入风险,以保证将要执行的制度的科学性;最后在这些方法的基础上,结合UML建模语言,建立一个可应用于实际的农村社会养老保险精算仿真体系的原型,为我国农村社会养老保险的仿真工作提供一个可以操作的平台。本研究同时也为其他养老金计划的仿真测算提供了解决思路。更多还原

【Abstract】 Social Security is one of the essential economic and political systems.It takes an active role in the development of national economy and harmony society.And it is attached the importance by the whole people,because it is closed relative to the people’s lives.Specially,the establishment and development of rural social pension insurance system provide a strong guarantee to the processing of new socialistic rural countryside.However,there are still some problems in either city social pension insurance system or rural system.Especially,it finds some special problems,for instance,the difference among distinct areas,actual projects and financial risk.So it needs reform and innovation.Recently,the numerical and actuarial researches to social pension insurance system are becoming the focus,but at the same time the research to the risk of pension fund is quite inadequate.Therefore this paper puts forward a model of stochastic fund synthesis estimation(FSE)combined with advanced numerical geography.It considers the most important and basic aspects which include raising,operating and paying of the pension fund.Then it is used for the long-range estimation of an actual project,so as to provide quantitative analysis to the foundation and reform of rural social pension insurance.Meanwhile this paper designs and implements a simulation and estimation software system,which provided some rational advice for Jiaxing Rural Pension Insurance Project in Zhejiang province.The paper contains five parts.First,it summarizes the background,object and structure of the research.Second,it combines time series and actuarial models,and deduces the stochastic computing method to drawing standard.Third,it deduces the method of stochastic mortal probability which uses the Lee-Carter method for reference.Fourth,with these two models it puts forward the Model of Fund Synthesis Estimation,and simulates and analyzes the trend and state probability of the pension fund using Monte Carlo Simulation,and then computes the government’s financial risk.Finally,an applicable rural social pension insurance simulation system prototype is built by UML,which is also an operable platform of project simulation.This paper also supplies feasible solution for other pension projects.更多还原