在社区养老金模型中的最佳策略,用于 defined benefit 养老金计划
Jun Wang1, Chunli Cui1, Tian Tian1
1School of Mathematics & Statistic, Changchun University of Technology, Changchun, China.
PloS one
|January 3, 2025
概括
本研究使用社区养老金模型和差异性游戏理论来研究受益型养老金计划. 它发现了最佳的投资和分配策略,考虑到公司和员工对社区养老金的偏好.
科学领域:
- * 养老金经济学
- * 游戏理论 * 游戏理论
- * 金融数学 金融数学
背景情况:
- *人口老龄化正在增加社区养老金倡议的相关性.
- * 定义福利养老金计划在平衡公司投资策略与员工对社区养老金分配的偏好方面面临挑战.
- *现有的模型往往不能完全捕捉雇主投资控制和员工对社区养老基金的需求之间的动态相互作用.
研究的目的:
- * 在社区养老金计划下制定养老金管理的随机差分游戏模型.
- * 确定马尔科夫完美纳什平衡战略,以实现最佳的投资和配置.
- *分析风险厌恶对社区养老金计划平衡结果的影响.
主要方法:
- * 开发一种随机差异游戏模型,包括公司投资率和员工社区养老金分配偏好.
- * 应用汉密尔顿 - 雅各比 - 贝尔曼方程来导出平衡策略.
- * 数字模拟以探索不同风险厌恶水平和参数值的影响.
主要成果:
- * 这项研究为社区养老金框架内的定义福利养老金计划推导了马尔科夫完美纳什平衡解决方案.
- *确定最佳的投资组合策略,平衡公司的投资控制和员工分配的愿望.
- * 数字模拟证明了风险厌恶如何影响平衡比率和管理层的风险承受能力.
结论:
- * 这项研究为分析社区计划中的养老金动态提供了强有力的框架.
- * 调查结果为公司和政策制定者提供了宝贵的见解,帮助他们应对现代养老金管理的复杂性.
- * 了解风险回避的影响对于优化养老基金业绩和员工满意度至关重要.
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