使用微观模拟和深度学习预测英国脱欧后英格兰和威尔士国家养老金改革的影响
Forecasting the impact of state pension reforms in post-Brexit England and Wales using microsimulation and deep learning
摘要：
我们采用随机动态微观模拟来分析和预测1991年至2061年英格兰和威尔士的养老金成本抚养比，评估正在进行的国家养老金改革的影响和不同英国退欧情景下国际移民模式的变化。为了充分解释最近观察到的预期寿命波动，我们提出了基于深度学习技术的死亡率模型，该模型可以发现数据中的复杂模式和外推趋势。研究结果显示，最近的改革可以有效地避免“养老金危机”，并使该系统建立在一个更健康的财政基础上。与此同时，尽管符合资格的年龄提高了，但越来越多的工人预计将在退休后花费更大的生命份额。由于观察到的死亡推迟到衰老而导致的人口老龄化往往伴随着发病率的压缩，因此不会必然导致医疗保健费用的内在压力。在较小程度上，未来的养老金成本抚养比将取决于英国与欧盟之间的脱欧后关系，与“硬”相比，“软”的自由流动调整降低了养老金体系的相对成本。但从长期来看，这一比例有上升的趋势。
英文摘要：
We employ stochastic dynamic microsimulations to analyse and forecast the pension cost dependency ratio for England and Wales from 1991 to 2061, evaluating the impact of the ongoing state pension reforms and changes in international migration patterns under different Brexit scenarios. To fully account for the recently observed volatility in life expectancies, we propose mortality rate model based on deep learning techniques, which discovers complex patterns in data and extrapolated trends. Our results show that the recent reforms can effectively stave off the "pension crisis" and bring back the system on a sounder fiscal footing. At the same time, increasingly more workers can expect to spend greater share of their lifespan in retirement, despite the eligibility age rises. The population ageing due to the observed postponement of death until senectitude often occurs with the compression of morbidity, and thus will not, perforce, intrinsically strain healthcare costs. To a lesser degree, the future pension cost dependency ratio will depend on the post-Brexit relations between the UK and the EU, with "soft" alignment on the free movement lowering the relative cost of the pension system compared to the "hard" one. In the long term, however, the ratio has a rising tendency.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
