社会保障基金长期财务随机预测模型的比较与选择.pdfVIP

第 29 卷第9 期 统计研究 Vol.29 ,No.9 2012 年 9 月 Statistical Research Sep.2012 社会保障基金长期财务随机预测模型的 比较与选择 王晓军 王述珍 内容提要:为了测算分析社会保障制度的可持续发展，世界上不少国家建立了社会保障基金长期财务预测模 型。与确定性财务预测模型相比，随机预测模型有利于阎明预测结果所面临的不确定。美国在运用随机预测模型 对社会保障基金的财务状况进行预测方面走在世界最前端，我国对社会保障基金随机预测模型的研究基本处于空 白。本文对美国社会保障署和国会预算办公室采用的社会保障基金长期随机预测模型进行了比较分析，对两种模 型的选择给出了建议，最后提出了我国建立社会保障基金长期预测模型的建议。 关键词:社会保障基金;长期财务预测;随机预测模型 中图分类号:白22.3 文献标识码:A 文章编号:1002 -4565(2012)09 -0066 -07 Comparison and Selection of Long-term Stochastic Projection Models for Social Security Fund Wang Xiaojun Wang Shuzhen Abstract:ln order to evaluate the financial sustainability of the social security system ,many countries have developed long-term financial projection models for social security funds. Comparing to the deterministic projection models ,stochastic models can be used to illustrate the degree of uncertainty ínherent in the projectíng future fínancial outcomes. U. S. has the most advanced experience in operating stochastic projection models for social security fund in the world. But ,there is almost no effort in thís subject ín Chína. This paper analyzes and compares the different long-term stochastic projection models for socíal security fund between Social Security Admínistration and Congressional Budget Office in U. S. ,based on the analysis and comparison ,this paper give some suggestions on the model selection and for establishing long-term projection models for social security fund in China. Key words: Social Security Fund; Long-term Financial Project