关键词: 社会保障基金, 长期财务预测, 随机预测模型

Abstract: 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.

Key words: Social Security Fund, Long-term Financial Projection, Stochastic Projection Model