基于控制的养老保险及最优退休年龄研究

发布时间：2018-05-06 05:42

本文选题：OLG模型 + 养老保险微分模型　；参考：《云南师范大学》2014年硕士论文

【摘要】：随着老龄化社会的到来，如何保证经济社会的持续健康发展，建立科学的养老保险制度和合理的退休制度尤为重要。众所周知，在养老保险制度中，缴费率、替代率和退休年龄是国家对养老保险制度调控的首要指标。因此，对缴费率、替代率和退休年龄的研究在养老保险的研究和养老保险制度的制定中起着举足轻重的作用。本文基于最优控制理论，运用数学建模方法来研究个人消费效用最大化前提下最优缴费率、最优替代率和最优退休年龄三个问题，以期丰富养老保险理论与实践。论文主要分为五章：第一章为绪论，主要介绍选题背景，国内外对养老金制度的研究，从国内外各位学者的主要思想可以看出，世代交叠模型（OLG模型）是研究养老保险制度的一个主流方法；第二章为准备知识，主要介绍了最优控制理论中的基本原理和时间不一致性问题；第三章基于OLG模型，结合中国基本养老保险实际情况，建立了与个人工资、储蓄、消费有关的养老金微分模型，具体分析了养老金微分模型的均衡点，应用最优控制理论分析了最优控制的存在唯一性，根据最大值原理得到最优控制对的显式表达，结合现实数据进行了实证仿真模拟；第四章根据第三章所建立的养老保险微分模型，将时间不一致偏好引入最优控制问题中，以个人效用最大化为目标，寻找时间不一致最优控制的均衡解。最终得到最优退休年龄并结合实际情况进行实证分析；第五章为结论与展望，该章在总结了全文的内容的基础上，，对我国养老金未来研究方向进行了论述。
[Abstract]:With the coming of aging society, it is very important to establish a scientific endowment insurance system and a reasonable retirement system. As we all know, in the pension insurance system, the contribution rate, replacement rate and retirement age are the primary indicators of the state regulation and control of the pension insurance system. Therefore, the research on contribution rate, replacement rate and retirement age plays an important role in the study of pension insurance and the establishment of pension insurance system. Based on the optimal control theory, this paper applies mathematical modeling method to study the three problems of optimal contribution rate, optimal substitution rate and optimal retirement age under the premise of maximizing the utility of individual consumption, in order to enrich the theory and practice of endowment insurance. The paper is divided into five chapters: the first chapter is the introduction, mainly introduces the background of the topic, the research on pension system at home and abroad, from the main ideas of scholars at home and abroad can be seen, Generation overlap model (OLG model) is one of the main methods in the study of pension insurance system. In chapter 2, we introduce the basic principle and time inconsistency of optimal control theory. Chapter 3 is based on OLG model. Combined with the actual situation of basic old-age insurance in China, the differential pension model related to personal wage, savings and consumption is established, and the equilibrium point of the differential pension model is analyzed in detail. The existence and uniqueness of optimal control are analyzed by using optimal control theory. The explicit expression of optimal control pair is obtained according to the principle of maximum value. In chapter 4, according to the differential model of endowment insurance established in chapter 3, the time inconsistency preference is introduced into the optimal control problem, and the equilibrium solution of time inconsistent optimal control is found with the aim of maximizing individual utility. Finally, the optimal retirement age is obtained and empirical analysis is carried out in combination with the actual situation. Chapter five is the conclusion and prospect. This chapter discusses the future research direction of pension in China on the basis of summarizing the content of the full text.
【学位授予单位】：云南师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842.67;F249.2;F224

【参考文献】