随机利率下新农保个人账户养老金积累金额精算模型研究  

作　　者：董丽光 赵亚华 

机构地区：[1]哈尔滨工程大学理学院应用数学系,黑龙江哈尔滨150001

出　　处：《民营科技》2016年第11期187-188,共2页

摘　　要：随着人口老龄化速度的加快,人口老龄化问题日益突出。将Vasicek模型引入新农保个人账户养老金积累金额精算模型中,得到随机利率下养老金积累金额精算模型,并运用蒙特卡罗方法进行算例分析。结论在估算新农保个人账户养老金积累金额的实际问题中,具有一定的应用价值。With the increase of population aging speed,the population aging problem increasingly prominent.The Vasicek model in this paper to introduce new farming maintain an actuarial model,the individual account annuities accumulation amount pension actuar- ial accumulation amount under stochastic interest rate model is deduced,and using monte carlo method,case analysis,to calculate the stochastic interest rate under the new agricuhural insurance individual account annuities accumulation amount. The results of this article is to estimate the new agricultural insurance individual account annuities accumulation amount of practical problems,has a certain application value.

关 键 词：养老金积累精算模型 VASICEK模型 蒙特卡罗方法 广义矩估计 

分 类 号：F840.62[经济管理—保险]