[1] 彭浩然, 陈斌开. 鱼和熊掌能否兼得:养老金危机的代际冲突研究[J]. 世界经济, 2012, (2):84-96. [2] Dutta J, Kapur S, Orszag J M. A portfolio approach to the optimal funding of pensions[J]. Economics Letters, 2000, 69(2):201-206. [3] Alonso-García J, Devolder P. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model[J]. Insurance:Mathematics and Economics, 2016, 70:224-236. [4] Merton R C. On the role of social security as a means for efficient risk sharing in an economy where human capital is not tradable[M]//Financial aspects of the United States pension system. University of Chicago Press, 1983:325-358. [5] Van Praag B M S, Cardoso P. The mix between pay-as-you-go and funded pensions and what demography has to do with it[R].Working Paper,CESifo Group Munich,2003. [6] Devolder P, Melis R. Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework[J]. ASTIN Bulletin:The Journal of the IAA, 2015, 45(3):551-575. [7] Matsen E, Thøgersen Ø. Designing social security-a portfolio choice approach[J]. European Economic Review, 2004, 48(4):883-904. [8] Borgmann C. Social Security, Demographics, and Risk[M].Berlin:Springer, 2006. [9] Guigou J D, Lovat B, Schiltz J. Optimal mix of funded and unfunded pension systems:the case of Luxembourg[J]. Pensions:An International Journal, 2012, 17(4):208-222. [10] Boado-Penas M C, Godínez-Olivares H, Haberman S, et al. Automatic balancing mechanisms for mixed pension systems under different investment strategies[J]. The European Journal of Finance, 2019,DOI.ORG/10.1080/1351847X.2019.1647260 [11] Bouhakkou L, Coën A, Folus D. A Portfolio Approach to The Optimal Mix of Funded and Unfunded Pensions[J]. 2018. [12] Wang S, Lu Y, Sanders B. Optimal investment strategies and intergenerational risk sharing for target benefit pension plans[J]. Insurance:Mathematics and Economics, 2018, 80:1-14. [13] 封进, 宋铮. 中国人口年龄结构与养老保险制度的福利效应[J]. 南方经济, 2006,(11):22-33. [14] 孙雅娜, 边恕, 穆怀中. 中国养老保险最优缴费率的实证分析浓-基于贴现因子和劳动增长率差异的分析[J]. 当代经济管理, 2009, (7):69-72. [15] 康传坤, 楚天舒. 人口老龄化与最优养老金缴费率[J]. 世界经济, 2014, (4):139-160. [16] 宋超吾. 基于投资组合视角的统筹账户与个人账户最优配比研究[D]. 大连:东北财经大学, 2013. [17] 王晓军, 任文东. 我国养老保险的财务可持续性研究[J]. 保险研究, 2013,(4):118-127. [18] 刘学良. 中国养老保险的收支缺口和可持续性研究[J]. 中国工业经济, 2014, (9):25-37. [19] Markowitz H. Portfolio selection[J]. The journal of finance, 1952, 7(1):77-91. [20] Rockafellar T, Uryasev S. Optimization of conditional Value-at-Risk[J].Journal of Risk,2000,(2):21-41. [21] 任强, 侯大道. 人口预测的随机方法:基于Leslie矩阵和ARMA模型[J]. 人口研究, 2011, 35(2):28-42. [22] Lee R D, Carter L R. Modeling and forecasting US mortality[J]. Journal of the American statistical association, 1992, 87(419):659-671. [23] Lee R D, Tuljapurkar S. Population forecasting for fiscal planning:Issues and innovations[R]. Working Paper,Burch,2000. [24] 张冀, 谢远涛, 杨娟. 风险依赖, 一致性风险度量与投资组合-基于Mean-Copula-CVaR的投资组合研究[J]. 金融研究, 2016, (10):159-173 [25] 黄桂田, 尹志锋. 工资增长机制及相关影响因素分析——基于珠江三角洲和长江三角洲的面板数据实证[J]. 财贸经济, 2009, (9):114-119. [26] 汤志浩, 张璐. 基于平均工资预测的数学模型[J]. 湖南工程学院学报:自然科学版, 2015, 25(3):42-45. |