群体自助年金化的给付模型及逆选择风险研究

发布时间：2018-04-26 02:00

本文选题：群体自助年金化 + 长寿风险　；参考：《财经理论与实践》2017年02期

【摘要】：基于已有的研究成果,通过改进年金精算现值的计算方式,推导出更为合理的群体自助年金化给付递推模型;随后,以成员的资金分配额度及其主观意愿的生存率的一阶偏导数来刻画逆选择风险,比较了群体自助年金化和普通养老年金的逆选择风险的大小。
[Abstract]:Based on the existing research results, by improving the calculation method of actuarial present value of annuity, a more reasonable recursive model of group self-help annuity is derived. The inverse selection risk is characterized by the first order partial derivative of the member's capital allocation and the survival rate of the subjective will, and the size of the inverse selection risk of the group self-help pension and the general pension is compared.
【作者单位】：湖南大学金融与统计学院;
【分类号】：F842.6

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