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英文标题：
《Forecasting the impact of state pension reforms in post-Brexit England
and Wales using microsimulation and deep learning》
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作者：
Agnieszka Werpachowska
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最新提交年份：
2018
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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.
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中文摘要：
我们采用随机动态微观模拟来分析和预测1991年至2061年间英格兰和威尔士的养老金成本依赖率，评估正在进行的国家养老金改革的影响以及不同脱欧情景下国际移民模式的变化。为了充分说明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。我们的结果表明，最近的改革可以有效地避免“养老金危机”，并使该体系恢复到更稳健的财政基础上。与此同时，尽管退休年龄有所提高，但越来越多的工人有望在退休生活中花费更多的时间。由于观察到的死亡推迟到老年而导致的人口老龄化通常伴随着发病率的降低而发生，因此不会对医疗成本造成本质上的压力。在较小程度上，未来养老金成本依赖率将取决于英国和欧盟脱欧后的关系，与“硬”养老金体系相比，自由流动的“软”调整降低了养老金体系的相对成本。然而，从长期来看，这一比率有上升趋势。
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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