随机养老保险模型及其参量研究

发布时间：2018-08-09 07:23

【摘要】：首先,文章基于世代交叠模型,构建了以随机微分方程为主导的随机模型,该模型较好的刻画了它们之间的关系,同时,以此模型为依据,借助Matlab软件,量化的分析了居民储蓄增长率和人口出生率对养老保险两期消费的影响,得出居民储蓄增长率和人口出生率小范围的变动不会影响两期消费的趋势的结论。然后,建立起关于抚养率、赡养率和子女个数的个人效用函数,并引入了社会福利函数,结合以上的个人效用函数和确定下的养老保险模型,推导出包含抚养率、赡养率和子女个数的社会统筹替代率。最后,实证分析了抚养率、赡养率、子女个数变动对社会统筹替代率的影响程度,得出赡养率对最优的社会统筹替代率不是越高越好,和“全面二孩”大约会降低最优社会统筹替代率1.5个百分点,并有可能达到一个动态平衡等其它相关结论。
[Abstract]:First of all, based on the overlapping model of generations, this paper constructs a stochastic model dominated by stochastic differential equations. The model describes the relationship between them well. At the same time, based on this model, with the help of Matlab software, This paper analyzes quantitatively the influence of the growth rate of resident savings and the birth rate of population on the consumption of pension insurance in two periods, and draws the conclusion that the change of the growth rate of resident savings and the small range of birth rate will not affect the trend of consumption in the two periods. Then, the personal utility function of dependency rate, maintenance rate and number of children is established, and the social welfare function is introduced. Combining with the above personal utility function and the defined pension insurance model, the dependency rate is derived. Support rate and the number of children in the overall social replacement rate. Finally, the paper empirically analyzes the influence of dependency rate, maintenance rate and the number of children on the overall social substitution rate, and concludes that the higher the maintenance rate is, the better. And "overall two-child" will reduce the optimal social overall substitution rate by about 1.5 percentage points, and may reach a dynamic balance and other relevant conclusions.
【学位授予单位】：云南师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F842.67

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