老人"历史债务的双随机模型

Dual random model of the history debt of Category I.

为社会养老保险制度转轨过程中的"老人"历史债务建立了双随机模型,得到了"老人"历史债务的前二阶矩,并对息力累积函数以Wiener过程和Ornstein-Uhlenbeck过程建模得到了矩的具体表达式.最后做了一个实例,以浙江省某市的实际数据,估算了该市的"老人"历史债务额.

The history debt during the transformation of social pension insurance in China was discussed. The dual random model of the present value of the history debt of Category I who retired before the new social insurance system has been set. The first and the second moments of the present value of the history debt have been calculated, and the concrete expressions of the moments have been calculated when the force of interest accumulation function is Wiener process and OrnsteinUhlenbeck process respectively. Finally, the history debt of a city in Zhejiang is calculated with the actual data.