本文選題：養(yǎng)老保險 + 運行風(fēng)險�。� 參考：《蘭州大學(xué)》2013年碩士論文

【摘要】：現(xiàn)有的對養(yǎng)老保險基金運行風(fēng)險監(jiān)控的研究,大致可分為定性和定量研究兩大類。定性的研究,重點在指標(biāo)體系的設(shè)置原則、基本功能、如何分類等。定量研究則在定性基礎(chǔ)上,依據(jù)一定的原則和所需的功能,通過選取若干重要指標(biāo),運用不同的統(tǒng)計方法,分析數(shù)據(jù)的變動情況來進行。 本文以廣東省為例,首先介紹了現(xiàn)行的養(yǎng)老保險統(tǒng)計指標(biāo),包括統(tǒng)計報表制度、統(tǒng)計臺賬、聯(lián)網(wǎng)數(shù)據(jù)等,對涉及企業(yè)養(yǎng)老保險的統(tǒng)計指標(biāo)進行基本的定義和解釋,并運用這些指標(biāo),對廣東省企業(yè)養(yǎng)老保險的運行現(xiàn)狀進行基本分析,指出特點和問題。然后引入養(yǎng)老保險基金精算分析模型,介紹其設(shè)計思路和應(yīng)用原理,說明其不足之處。在此基礎(chǔ)上,通過企業(yè)職工基本養(yǎng)老保險發(fā)展水平綜合評價指標(biāo)體系的應(yīng)用實例介紹,對養(yǎng)老保險精算分析模型取其長、棄其短,最終建立起一套完整的指標(biāo)體系,對基金的運行進行長期的預(yù)測和評價,以便提前發(fā)現(xiàn)風(fēng)險的存在,對風(fēng)險發(fā)出預(yù)警,然后采取相應(yīng)的對策以避免風(fēng)險的發(fā)生 養(yǎng)老保險基金精算分析模型和主成分分析法的結(jié)合,可以通過降維作用將精算分析模型龐大的參數(shù)體系簡化處理,只選取與基金運行風(fēng)險有關(guān)的指標(biāo),考察它們的預(yù)測值,得到對基金運行風(fēng)險發(fā)展趨勢的預(yù)判。
[Abstract]:The existing research on the risk monitoring of pension funds can be divided into two categories: qualitative and quantitative. Qualitative research, focus on the setting principles of the index system, basic functions, how to classify and so on. On the basis of qualitative analysis, according to certain principles and functions, some important indexes are selected and different statistical methods are used to analyze the change of data. Taking Guangdong Province as an example, this paper first introduces the current statistical indicators of old-age insurance, including the statistical report system, statistical accounts, network data and so on, and gives a basic definition and interpretation of the statistical indicators related to enterprise pension insurance. Using these indexes, this paper analyzes the current situation of enterprise endowment insurance in Guangdong province, and points out the characteristics and problems. Then introduce the pension fund actuarial analysis model, introduce its design idea and application principle, explain its deficiency. On this basis, through the application example of the comprehensive evaluation index system of the basic endowment insurance development level of the enterprise staff and workers, this paper introduces the actuarial analysis model of the old-age insurance taking its advantages, abandoning its shortness, and finally establishing a set of complete index system. Make long-term forecast and evaluation of fund operation in order to detect the existence of risk in advance, issue early warning to risk, and then take appropriate countermeasures to avoid risk. The combination of actuarial analysis model and principal component analysis method of pension fund can simplify the huge parameter system of actuarial analysis model by reducing dimension, select only the indexes related to the running risk of the fund, and examine their predicted value. Get to the fund run risk development trend in advance.
【學(xué)位授予單位】：蘭州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F842.67

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本文編號：1856410