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Optimális járadékfüggvény tervezése rugalmas nyugdíjrendszerre
[Designing optimal benefit rules for flexible retirement]

Author

Listed:
  • Simonovits, András
  • Eső, Péter

Abstract

Ez a dolgozat a mechanizmustervezést alkalmazza a rugalmas nyugdíjrendszer (nemlineáris) optimális járadékfüggvényének kiszámítására. Föltesszük, hogy az egyéneknek magáninformációjuk van saját várható élettartamukról. A kormányzat célja: egy olyan nyugdíjmechanizmus (járulékkulcs és a szolgálati időtől függő járadékfüggvény) tervezése, amely maximalizál egy társadalmi jóléti függvényt, és kielégít egy társadalmi költségvetési korlátot. Mivel a különböző várható élettartamú egyének optimalizálási feladata függ a járadékfüggvénytől, a kormányzatnak figyelembe kell vennie az érdekeltségi feltételeket. E feladat megoldását különféle társadalmi jóléti függvények esetére adjuk meg. Utilitarizmus esetén a megoldás egy teljesen rugalmatlan rendszer, amelyben minden egyén egyforma életkorban, egyforma éves nyugdíj mellett vonul nyugdíjba, és meglepő módon, a teljes információjú, első legjobb megoldás megvalósítható. Ha azonban a társadalmi jóléti függvény szigorúan konkáv, akkor a várhatóan rövidebb élettartamú egyének korábban mennek nyugdíjba, és a nyugdíjuk kevesebb, mint az első legjobb megoldásé. Az optimális nyugdíjrendszerben a várhatóan rövidebb élettartamú egyének "támogatják" a várhatóan hosszabb életűeket. Kiszámítjuk az optimális járadékfüggvényt állandó relatív kockázatkerülési együtthatójú (CRRA) hasznosságfüggvényre és realista paraméterértékekre, valamint ismertetjük a numerikus eredményeket. Journal of Economic Literature (JEL) kód: D82, D91, H55.

Suggested Citation

  • Simonovits, András & Eső, Péter, 2003. "Optimális járadékfüggvény tervezése rugalmas nyugdíjrendszerre [Designing optimal benefit rules for flexible retirement]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 99-111.
    • Handle: RePEc:ksa:szemle:593
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    References listed on IDEAS

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    Cited by:

    1. Simonovits, András & Szabó, Endre & Czeglédi, Tibor & Tir, Melinda, 2016. "Nyugdíjba vonulási szabályok Magyarországon - nyertesek és vesztesek [Retirement rules in Hungary: gainers and losers]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1261-1288.
    2. Simonovits, András, 2018. "Hogyan tervezzük a nyugdíjjáradék-függvényt, ha a halandóság a kereset csökkenő függvénye? [Designing pension-benefit schedules when longevities increase with wages]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 831-846.
    3. Simonovits, András, 2019. "Merev vagy rugalmas nyugdíjkorhatár? Áttekintés [Rigid versus flexible retiring age: a survey]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 345-375.

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    More about this item

    JEL classification:

    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
    • D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
    • H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions

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