Simulation-based optimization of social security systems under uncertainty

DOI10.1016/j.ejor.2004.03.044zbMath1097.91053OpenAlexW2036453184MaRDI QIDQ555928

Tatiana Y. Ermolieva

Publication date: 10 June 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.03.044

zbMATH Keywords

Monte Carlo simulationRisk managementMultiagent system

Mathematics Subject Classification ID

Cites Work

• On nonsmooth and discontinuous problems of stochastic systems optimization
• Delay, feedback and variability of pension contributions and fund levels
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
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