What about the social security expenses of immigrating to Hong Kong?

If you are an investment immigrant (I know this part better), you can retain China nationality by obtaining permanent residency in Hong Kong through investment. Even if you are required to have permanent residency in a third country when applying for Hong Kong investment immigration, you can still retain your China nationality. In this way, even if you immigrate to Hong Kong, you can continue to pay in Hong Kong as long as you have been socializing in the Mainland for enough years or you have not paid enough years, and you can still get money every month until you have paid enough years.

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