所得狀態之變動機率的估計－台灣經驗的解析

Abstract

本文旨在估計所得狀態隨著不同性別年齡改變的變動機率。由於社會養老保障制度通常具有社會財富重分配的目的，故而在保險費與保險給付的設計經常與被保險人的所得狀態有密切相關。因此，描述被保險人之所得狀態隨性別年齡改變的變動機率成為建立社會養老保障基金模擬模型的一個重要環節。本研究的方法是採用五歲年齡性別組之所得狀態分配比例為資料，以降低各年齡組狀態分配比例的累積估計誤差為目標，估計各人口組之間的所得狀態變動機率，並假設所得狀態變動機率之型態為3-Bands Model。觀察估計之所得狀態變動機率結果，大致符合一般社會研究所觀察到的現象。

The purpose of this paper is to estimate the mobility probabilities of income states between different age-sex groups. Since social security system usually implies the re-distribution of social wealth from the rich to the poor, the premiums and claims are usually determined by the insured persons' income states. Therefore, the mobility probabilities that describe the mobility of income states between different age-sex groups would be an important element for a simulation model of social security system. The input data of this study is the distribution weights of each income states of different age-sex groups. The approach attempts to simulate the mobility probabilities that could minimize the accumulated estimated errors of distribution weights in each age-sex group, in terms of a 3-Bands Model assumption. Our empirical results demonstrate that this model indeed fits on the actual Taiwanese data.