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Taux de rendement interne par génération des régimes obligatoires de retraite. Calcul à l'aide d'un modèle de microsimulation dynamique

Listed author(s):
  • Carole Bonnet
  • Ronan Mahieu

[fre] Afin d'évaluer l'évolution prévisible du rendement des régimes publics obligatoires d'assurance-vieillesse en France et d'en analyser les effets en termes de transferts inter et intragénérationnels, nous simulons le devenir d'un échantillon d'environ 40 000 individus à l'aide du modèle Destinie. Le taux de rendement interne de ces régimes décroîtrait de plus de 9% pour la génération 1920 à un peu plus de 3 % pour la génération 1974. Le vieillissement (via des cotisations plus fortes) explique en partie la diminution du rendement pour les dernières générations. Mais il apparaît que l'augmentation sensible de l'espérance de vie aux âges élevés pourrait permettre le maintien des taux de rendement à des valeurs supérieures à 3 % pour les générations des années soixante et soixante-dix. [eng] Computing the internal rate of return of public mandatory pensions with a dynamic microsimulation model. In order to compute the rate of return of French mandatory pay-as-you-go pensions schemes, we simulate the evolution of a 40,000 individuals sample with the Destinie model. Indeed, microsimulation techniques provide not only a more precise description of individual benefits, but also a simultaneous analysis of intergenerational and intragenerational transfers. The rate of return of these schemes should also decrease from over 9 % for the 1920 cohort to about 3 % for the 1974 cohort: higher payroll taxes involve a decrease for the last cohorts. Nonetheless, the dramatic rise in life expectancy may help maintain the rate of return above 3 % for cohorts born in the 1960's and 1970's.

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Article provided by Programme National Persée in its journal Revue économique.

Volume (Year): 51 (2000)
Issue (Month): 1 ()
Pages: 77-95

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Handle: RePEc:prs:reveco:reco_0035-2764_2000_hos_51_1_410482
Note: DOI:10.3406/reco.2000.410482
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