本文關(guān)鍵詞： 長壽風(fēng)險(xiǎn) 隨機(jī)死亡率模型 養(yǎng)老金缺口 風(fēng)險(xiǎn)管理 政策建議　出處：《華東師范大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：人口老齡化已成為全球化的趨勢,這種趨勢導(dǎo)致我國養(yǎng)老保險(xiǎn)體系面臨著嚴(yán)峻的長壽風(fēng)險(xiǎn)。我國的基本養(yǎng)老保險(xiǎn)制度是社會(huì)統(tǒng)籌與個(gè)人賬戶相結(jié)合的模式,延長的養(yǎng)老金支付必然會(huì)影響我國基本養(yǎng)老保險(xiǎn)金個(gè)人賬戶資金的收支平衡,也會(huì)導(dǎo)致商業(yè)保險(xiǎn)公司面臨嚴(yán)峻的償付能力風(fēng)險(xiǎn)。本文就是基于養(yǎng)老保險(xiǎn)中的長壽風(fēng)險(xiǎn)展開探討,分析我國人口未來的死亡率,刻畫長壽風(fēng)險(xiǎn)的影響,為養(yǎng)老保險(xiǎn)制度的管理提供建議。 文章基于我國1994-2010年的全國分性別分年齡人口死亡率數(shù)據(jù),使用Coale-Kisker方法將缺失的高齡死亡率擴(kuò)展到100歲,借助經(jīng)典的Lee-Carter隨機(jī)死亡率預(yù)測模型,對未來十年(2011-2020年)分性別分年齡的死亡率及平均預(yù)期壽命進(jìn)行預(yù)測,進(jìn)而粗略編制了CL1013(2010-2013)壽險(xiǎn)業(yè)養(yǎng)老金業(yè)務(wù)生命表,與CL0003(2000-2003)生命表比較,發(fā)現(xiàn)壽命延長了3-4歲。 針對本文的研究結(jié)果,提出的策略如下：第一,通過對養(yǎng)老金計(jì)發(fā)系數(shù)的分析,表明我國現(xiàn)行的養(yǎng)老金計(jì)發(fā)月數(shù)普遍太低,擴(kuò)大了我國的養(yǎng)老金缺口,建議延遲退休年齡,并且拓寬投資渠道以提高投資回報(bào)率。第二,人口壽命的延長,使得商業(yè)保險(xiǎn)公司對年金產(chǎn)品的支付時(shí)間延長3-4年,會(huì)導(dǎo)致商業(yè)保險(xiǎn)公司面臨償付能力風(fēng)險(xiǎn),建議調(diào)整保費(fèi)、借助金融工具提高投資收益率。第三,分析了國內(nèi)外的養(yǎng)老保險(xiǎn)制度的改革對我國未來的借鑒經(jīng)驗(yàn),并詳細(xì)討論了我國各地區(qū)的生育水平,提出微調(diào)計(jì)劃生育政策,給出“單獨(dú)二胎”試點(diǎn)方案。
[Abstract]:The aging of the population has become the trend of globalization, which leads to the serious risk of longevity in China's old-age insurance system. The basic old-age insurance system in China is a combination of social planning and personal accounts. The extended pension payment will inevitably affect the balance of income and expenditure of the personal account funds of the basic old-age insurance fund in China, and will also lead to the commercial insurance companies facing severe solvency risks. This paper is based on the longevity risk in the old-age insurance. This paper analyzes the future mortality rate of Chinese population, depicts the influence of longevity risk, and provides suggestions for the management of endowment insurance system. Based on the data of China's population mortality by sex and age from 1994 to 2010, the Coale-Kisker method is used to extend the missing mortality rate to 100 years old. The classical Lee-Carter stochastic mortality prediction model is used to predict the mortality rate. This paper forecasts the mortality rate and average life expectancy by sex and age in the next ten years (2011-2020), and then compiles roughly the life table of pension business in life insurance industry. Compared with the life table of CL0003 / 2000-2003, it is found that the life span has been increased by 3-4 years. According to the research results of this paper, the proposed strategies are as follows: first, through the analysis of the pension planning and payment coefficient, it shows that the current pension months in China are generally too low, which widens the pension gap in China, and proposes to delay the retirement age. And broaden investment channels to improve the return on investment. Second, the prolongation of the life span of the population and the prolongation of the payment time of commercial insurance companies to annuity products by 3-4 years will result in commercial insurance companies facing solvency risks. It is recommended that the premiums be adjusted. Third, it analyzes the experience of the reform of the endowment insurance system at home and abroad to the future of our country, and discusses in detail the fertility level in various regions of our country, and puts forward the fine-tuning family planning policy. The pilot program of "single second child" is given.
【學(xué)位授予單位】：華東師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F842.67

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