| 中国养老基金动态资产负债管理的优化模型与分析 |
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| 引用本文： | 吉小东,汪寿阳.中国养老基金动态资产负债管理的优化模型与分析[J].系统工程理论与实践,2005,25(8):50-54. |
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| 作者姓名： | 吉小东 汪寿阳 |
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| 作者单位： | (1)河北师范大学数学与信息科学学院;(2) 中国科学院数学与系统科学研究院 |
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| 基金项目： | 国家自然科学基金(70221001) |
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| 摘 要： | 探讨了我国养老金资产负债管理问题,通过对通货膨胀率、工资增长率、折现率和缴费率的波动对养老金资产和负债的影响程度的分析,为解决目前我国养老保险体制面临的困境及拓宽养老金融资渠道提出了若干政策建议.
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| 关 键 词： | 投资组合选择 资产负债管理 养老金 |
| 文章编号： | 1000-6788(2005)08-0050-05 |
| 修稿时间： | 2004年6月9日 |
The Optimization Model and Analysis on Dynamic Asset/Liability Management for Chinese Pension Fund |
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| JI Xiao-dong,WANG Shou-yang.The Optimization Model and Analysis on Dynamic Asset/Liability Management for Chinese Pension Fund[J].Systems Engineering —Theory & Practice,2005,25(8):50-54. |
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| Authors: | JI Xiao-dong WANG Shou-yang |
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| Institution: | (1)College of Mathematics and Information Science, Hebei Normal University;(2)Academy of Mathematics and Systems Science, Chinese Academy of Sciences |
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| Abstract: | The asset/liability management of Chinese pension fund is addressed in this paper. Based on the analysis of the impacts of inflation rate, wage rate, discount rate, and contribution rate on the asset and liability, some policy suggestions are provided to solve the embarrassment of social security system and to broaden the financing channels. |
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| Keywords: | portfolio selection asset/liability management pension fund |
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