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中国工业与应用数学学会会刊
主管：中华人民共和国教育部
主办：西安交通大学
ISSN 1005-3085  CN 61-1269/O1
工程数学学报

工程数学学报 ›› 2017, Vol. 34 ›› Issue (4): 331-344.doi: 10.3969/j.issn.1005-3085.2017.04.001

• •    下一篇

给定生存函数下具有最优工作年限与闲暇的生命周期模型

朱长艳1,   蔡东汉1,   陈忠斌2   

  1. 1- 武汉大学数学与统计学院，武汉  430072
    2- 武汉大学经济与管理学院，武汉  430072
  • 收稿日期:2015-06-26 接受日期:2016-11-21 出版日期:2017-08-15 发布日期:2017-10-15
  • 基金资助:
    国家自然科学基金(71271158).

The Life-cycle Model with Optimal Years of Working and Leisure under Given Survival Schedule

ZHU Chang-yan1,   CAI Dong-han1,   CHEN Zhong-bin2   

  1. 1- School of Mathematics and Statistics, Wuhan University, Wuhan 430072
    2- School of Economics and Management, Wuhan University, Wuhan 430072
  • Received:2015-06-26 Accepted:2016-11-21 Online:2017-08-15 Published:2017-10-15
  • Supported by:
    The National Natural Science Foundation of China (71271158).

PDF (PC)

216

摘要： 本文建立了具有最优工作年限与闲暇的生命周期模型，研究个人在给定的工资增长率、寿命和生存函数下如何最优地选择退休年龄的问题，其中个人从消费和退休后的闲暇得到效用．文中严格证明在给定指数生存和现实生存函数下，个体存在最优退休年龄．文中讨论了工资增长率对最优工作年限和闲暇的影响，证明在指数生存函数下退休年龄随着工资增长率的增加而增加．对于现实性生存函数，文中讨论了工资增长率和寿命对最优退休工作和闲暇的影响，得到最优退休年龄随着工资增长率和寿命的增加而增加．最后，通过数值仿真展现工资增长率及预期寿命对个人资产路径与最优退休年龄的影响．

关键词: 生命周期模型, 最优退休年龄, 最优的消费和资产路径

Abstract: In this paper, a life-cycle model with utility from both consumption and leisure which is obtained from retirement is setup to inquire how the individuals optimally chose the retirement age facing the given wage growth rate, longevity and given survival schedule. It is proved that there exists an optimal retirement age under conditions of exponential survival or realistic survival and the retirement age increases with respect to the wage growth rate and the longevity. In the end, the effect of wage growth rate and longevity on the retirement age is presented by numerical simulation.

Key words: life-cycle model, optimal retirement age, optimal consumption and asset path

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