广东省企业养老保险基金运行风险评估指标体系设计研究

发布时间：2018-05-07 09:38

本文选题：养老保险 + 运行风险　；参考：《兰州大学》2013年硕士论文

【摘要】：现有的对养老保险基金运行风险监控的研究,大致可分为定性和定量研究两大类。定性的研究,重点在指标体系的设置原则、基本功能、如何分类等。定量研究则在定性基础上,依据一定的原则和所需的功能,通过选取若干重要指标,运用不同的统计方法,分析数据的变动情况来进行。本文以广东省为例,首先介绍了现行的养老保险统计指标,包括统计报表制度、统计台账、联网数据等,对涉及企业养老保险的统计指标进行基本的定义和解释,并运用这些指标,对广东省企业养老保险的运行现状进行基本分析,指出特点和问题。然后引入养老保险基金精算分析模型,介绍其设计思路和应用原理,说明其不足之处。在此基础上,通过企业职工基本养老保险发展水平综合评价指标体系的应用实例介绍,对养老保险精算分析模型取其长、弃其短,最终建立起一套完整的指标体系,对基金的运行进行长期的预测和评价,以便提前发现风险的存在,对风险发出预警,然后采取相应的对策以避免风险的发生养老保险基金精算分析模型和主成分分析法的结合,可以通过降维作用将精算分析模型庞大的参数体系简化处理,只选取与基金运行风险有关的指标,考察它们的预测值,得到对基金运行风险发展趋势的预判。
[Abstract]:The existing research on the risk monitoring of pension funds can be divided into two categories: qualitative and quantitative. Qualitative research, focus on the setting principles of the index system, basic functions, how to classify and so on. On the basis of qualitative analysis, according to certain principles and functions, some important indexes are selected and different statistical methods are used to analyze the change of data. Taking Guangdong Province as an example, this paper first introduces the current statistical indicators of old-age insurance, including the statistical report system, statistical accounts, network data and so on, and gives a basic definition and interpretation of the statistical indicators related to enterprise pension insurance. Using these indexes, this paper analyzes the current situation of enterprise endowment insurance in Guangdong province, and points out the characteristics and problems. Then introduce the pension fund actuarial analysis model, introduce its design idea and application principle, explain its deficiency. On this basis, through the application example of the comprehensive evaluation index system of the basic endowment insurance development level of the enterprise staff and workers, this paper introduces the actuarial analysis model of the old-age insurance taking its advantages, abandoning its shortness, and finally establishing a set of complete index system. Make long-term forecast and evaluation of fund operation in order to detect the existence of risk in advance, issue early warning to risk, and then take appropriate countermeasures to avoid risk. The combination of actuarial analysis model and principal component analysis method of pension fund can simplify the huge parameter system of actuarial analysis model by reducing dimension, select only the indexes related to the running risk of the fund, and examine their predicted value. Get to the fund run risk development trend in advance.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F842.67

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