| Project/Area Number |
21510158
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Keio University |
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Principal Investigator |
HIBIKI Norio 慶應義塾大学, 理工学部, 教授 (30245609)
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| Co-Investigator(Kenkyū-buntansha) |
IMAI Junichi 慶應義塾大学, 理工学部, 准教授 (10293078)
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| Project Period (FY) |
2009 – 2011
|
| Project Status |
Completed (Fiscal Year 2011)
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| Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
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| Keywords | ファイナンス / 家計 / ファイナンシャル・プランニング / リタイアメント・プランニング / 多期間ポートフォリオ最適化 / モンテカルロ・シミュレーション |
|---|
| Research Abstract |
In this paper, we formulate the models for financial planning and retirement planning, respectively. We examine the numerical examples for virtual households. At first, we improve the previous financial planning model by Hibiki(2008). We can solve the problem for the various types of households. Moreover, two kinds of the aggregation models are proposed to reduce computing time. We develop the financial planning tool which involves Excel-based interface. Second, we estimate surviving rates based on subjective health using panel data. We construct the retirement planning model, and solve the problem.
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