Study And Modeling Of Bi-Stochastic Fund Estimation For Rural Social Pension Insurance

Social Security is one of the essential economic and political systems.It takes an active role in the development of national economy and harmony society.And it is attached the importance by the whole people,because it is closed relative to the people's lives.Specially,the establishment and development of rural social pension insurance system provide a strong guarantee to the processing of new socialistic rural countryside.However,there are still some problems in either city social pension insurance system or rural system.Especially,it finds some special problems,for instance,the difference among distinct areas,actual projects and financial risk.So it needs reform and innovation.Recently,the numerical and actuarial researches to social pension insurance system are becoming the focus,but at the same time the research to the risk of pension fund is quite inadequate.Therefore this paper puts forward a model of stochastic fund synthesis estimation(FSE)combined with advanced numerical geography.It considers the most important and basic aspects which include raising,operating and paying of the pension fund.Then it is used for the long-range estimation of an actual project,so as to provide quantitative analysis to the foundation and reform of rural social pension insurance.Meanwhile this paper designs and implements a simulation and estimation software system,which provided some rational advice for Jiaxing Rural Pension Insurance Project in Zhejiang province.The paper contains five parts.First,it summarizes the background,object and structure of the research.Second,it combines time series and actuarial models,and deduces the stochastic computing method to drawing standard.Third,it deduces the method of stochastic mortal probability which uses the Lee-Carter method for reference.Fourth,with these two models it puts forward the Model of Fund Synthesis Estimation,and simulates and analyzes the trend and state probability of the pension fund using Monte Carlo Simulation,and then computes the government's financial risk.Finally,an applicable rural social pension insurance simulation system prototype is built by UML,which is also an operable platform of project simulation.This paper also supplies feasible solution for other pension projects.