本文選題：帶雙誤差Lee-Carter模型 + 逐年遞推模型�。� 參考：《杭州電子科技大學(xué)》2014年碩士論文

【摘要】：國家財(cái)政補(bǔ)助是新農(nóng)保和老農(nóng)保最大的區(qū)別，財(cái)政補(bǔ)貼能否持續(xù)到位，是新農(nóng)保體系能否持續(xù)發(fā)展的關(guān)鍵。所以研究新農(nóng)保的收支情況，對分析國家財(cái)政支持力度意義重大。農(nóng)村人口的預(yù)期壽命與新農(nóng)保的收支模型有著密切的關(guān)系。隨著人口死亡率的下降，這意味著人口的預(yù)期壽命在不斷延長。國際流行趨勢說明采用動態(tài)的死亡率模型研究人口的預(yù)期壽命，能更加精確地預(yù)測出未來人口壽命。 Lee-Carter模型是經(jīng)典的動態(tài)死亡率模型，本文首先對該模型進(jìn)行改進(jìn)，將原模型中的單誤差模型改為雙誤差模型，分別用來度量不同年齡、不同時間所引起的死亡率波動，從而在一定程度上解決經(jīng)典Lee-Carter模型死亡率預(yù)測偏高問題。然后本文分析我國農(nóng)村男女死亡率現(xiàn)狀以及發(fā)展趨勢，并利用帶雙誤差的Lee-Carter模型來預(yù)測未來農(nóng)村人口分性別、分年齡的死亡率，進(jìn)而預(yù)測出到2020年各年人口結(jié)構(gòu)及人口預(yù)期壽命。最后本文分析新農(nóng)保的養(yǎng)老金集資模式與收支情況，建立逐年遞推的宏觀收入支出模型，利用模型分析在不同檔次的養(yǎng)老保險、不同補(bǔ)交概率下國家財(cái)政支出情況，并根據(jù)預(yù)測的財(cái)政支出情況，提出相關(guān)建議。 本文分為五章。 第一章闡述本文研究背景、研究意義、死亡率模型和新農(nóng)保收支模型的研究現(xiàn)狀。 第二章對生命表、死亡率預(yù)測模型、經(jīng)典Lee-Carter模型進(jìn)行簡單闡述，針對原Lee-Carter模型的誤差項(xiàng)進(jìn)行詳細(xì)分析，并在原模型的基礎(chǔ)上提出了改進(jìn)的模型—帶雙誤差的Lee-Carter模型，把誤差項(xiàng)分解成兩個獨(dú)立的隨機(jī)誤差項(xiàng)，使得改進(jìn)后的Lee-Carter模型的方差比原模型小，且這兩個誤差項(xiàng)是可以估計(jì)的。 第三章分析國家財(cái)政在新農(nóng)保中的責(zé)任所在，同時，，介紹參保者的繳費(fèi)原則、領(lǐng)取養(yǎng)老金原則。本章從宏觀角度出發(fā)，利用遞推方式構(gòu)建新農(nóng)保養(yǎng)老金的收入模型和養(yǎng)老金支出模型，用于預(yù)算未來我國財(cái)政在新農(nóng)保中支出情況。 第四章利用中國農(nóng)村歷年人口死亡率數(shù)據(jù)來擬合帶雙誤差的Lee-Carter模型，并用于預(yù)測未來人口死亡率以及人口預(yù)期壽命，進(jìn)而利用新農(nóng)保逐年遞推收支模型預(yù)算未來國家財(cái)政在新農(nóng)保中的收支情況。 第五章為本文的結(jié)論。
[Abstract]:The state financial subsidy is the biggest difference between the new rural insurance and the old one. Whether the financial subsidy can be sustained is the key to the sustainable development of the new rural insurance system. Therefore, studying the income and expenditure of new rural insurance is of great significance to the analysis of the state financial support. The life expectancy of rural population is closely related to the income and expenditure model of new rural insurance. As the death rate declines, this means that life expectancy is increasing. The international epidemic trend shows that using dynamic mortality model to study population life expectancy can more accurately predict future population life expectancy. The Lee-Carter model is a classical dynamic mortality model. In this paper, we first improve the model by changing the single error model into a double error model, which is used to measure the mortality fluctuation caused by different age and time. In order to solve the problem of high mortality prediction of classical Lee-Carter model to some extent. Then this paper analyzes the present situation and development trend of male and female mortality in rural areas, and uses the Lee-Carter model with double errors to predict the future rural population mortality by sex and age. Furthermore, the population structure and life expectancy of each year by 2020 are predicted. Finally, this paper analyzes the new rural pension funding model and income and expenditure situation, establishes a recursive macro-income and expenditure model year by year, uses the model to analyze the state financial expenditure under different levels of pension insurance and different replenishment probability. And according to the forecast financial expenditure situation, puts forward the related proposal. This paper is divided into five chapters. The first chapter describes the research background, significance, mortality model and new rural insurance income and expenditure model. In the second chapter, the life table, mortality prediction model and classical Lee-Carter model are briefly described. The error terms of the original Lee-Carter model are analyzed in detail. Based on the original model, an improved Lee-Carter model with double errors is proposed. The error term is decomposed into two independent random error terms, which makes the variance of the improved Lee-Carter model smaller than that of the original model, and these two error terms can be estimated. The third chapter analyzes the responsibility of the state finance in the new rural insurance, at the same time, introduces the contributory principle and the pension principle of the insured. From the macro point of view, this chapter constructs the income model and the pension expenditure model of the new rural insurance pension by using the recursive method, which is used to budget the future expenditure of our country's finance in the new rural insurance. The fourth chapter uses the Chinese rural population mortality data to fit the Lee-Carter model with double errors, and uses it to predict the future population mortality and population life expectancy. Then, the budget of the future state finance in the new rural insurance is estimated by using the recursive income and expenditure model of the new rural insurance year by year. The fifth chapter is the conclusion of this paper.
【學(xué)位授予單位】：杭州電子科技大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F842.67;F323.89;C921

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