社会保障基金长期财务随机预测模型的比较与选择

为了测算分析社会保障制度的可持续发展，世界上不少国家建立了社会保障基金长期财务预测模型。与确定性财务预测模型相比，随机预测模型有利于阐明预测结果所面临的不确定。美国在运用随机预测模型对社会保障基金的财务状况做出预测方面走在世界最前端，我国对社会保障基金随机预测模型的研究基本处于空白。本文对美国社会保障署和国会预算办公室采用的社会保障基金长期随机预测模型进行了比较分析，对两种模型的选择给出了建议，最后提出了我国建立社会保障基金长期预测模型的一些建议。

Comparison and Selection of Long-term Stochastic Projection Models for Social Security Fund

In order to evaluate the financial sustainability of the social security system,many countries have developed long-term financial projection models for social security funds.Comparing to the deterministic projection models,stochastic models can be used to illustrate the degree of uncertainty inherent in the projecting future financial outcomes.U.S.has the most advanced experience in operating stochastic projection models for social security fund in the world.But,there is almost no effort in this subject in China.This paper analyzes and compares the different long-term stochastic projection models for social security fund between Social Security Administration and Congressional Budget Office in U.S.,based on the analysis and comparison,this paper give some suggestions on the model selection and for establishing long-term projection models for social security fund in China.