摘要
本文在利用泊松双线性模型对我国未来人口死亡率曲线进行预测的基础上,采用长寿风险模型预测了我国养老金个人账户的财务平衡状况以及最佳退休年龄和投资收益率的匹配组合。结论认为,养老金个人账户压力较大的是女性群体,因此应首先考虑提高女性劳动者的退休年龄。另外,男性和女性在不同的投资收益率下有最佳退休路径可选择。
This paper firstly makes a forecast of China’s future mortality using Poisson Bilinear Model, then adopts Longevity Risk Model to predict the financial balance status of pension personal account as well as the best matching combination of retirement age and investment returns. Result shows that the pension personal account pressure mainly comes from women, so rising woman's retirement age should firstly be considered, at the same time, both man and woman have best path choice of retirement age under different investment yields.
出处
《金融发展研究》
北大核心
2015年第6期3-9,共7页
Journal Of Financial Development Research
基金
教育部留学归国人员科研启动基金(项目名称:税收与长寿风险下的以房养老研究)
教育部人文社科基地重点项目(编号:11JJD790004)资助
关键词
长寿风险
个人账户
精算平衡
投资收益率
longevity risk
personal account
actuarial balance
investment return rate