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Les modèles de microsimulation dynamique et l’analyse des réformes des systèmes de retraite : une tentative de bilan

Author

Listed:
  • Gael Dupont

    (OFCE - Observatoire français des conjonctures économiques (Sciences Po) - Sciences Po - Sciences Po)

  • Cyrille Hagneré

    (THEMA - Théorie économique, modélisation et applications - UCP - Université de Cergy Pontoise - Université Paris-Seine - CNRS - Centre National de la Recherche Scientifique)

  • Vincent Touzé

    (OFCE - Observatoire français des conjonctures économiques (Sciences Po) - Sciences Po - Sciences Po)

Abstract

Dynamic microsimulation models provide a means for studying future pension system trends, based on the observed heterogeneity of agents and all the intrinsic non-linearities of pension calculations. They are also capable of integrating results from behavioural microeconometrics. The paper discusses the lessons for pension system analysis that can be drawn from these models. It goes on to consider the nature of dynamic microsimulations and the various sources of estimation errors. It concludes with a review of the main models used in developed countries and a summary of what can be learnt from Insee's Destinie model.

Suggested Citation

  • Gael Dupont & Cyrille Hagneré & Vincent Touzé, 2003. "Les modèles de microsimulation dynamique et l’analyse des réformes des systèmes de retraite : une tentative de bilan," Post-Print hal-03417649, HAL.
    • Handle: RePEc:hal:journl:hal-03417649
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