Simulation-based optimization of social security systems under uncertainty

DOI10.1016/J.EJOR.2004.03.044zbMATH Open1097.91053OpenAlexW2036453184MaRDI QIDQ555928FDOQ555928

Authors: 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

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zbMATH Keywords

Monte Carlo simulationMultiagent systemRisk management

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
• On nonsmooth and discontinuous problems of stochastic systems optimization
• Delay, feedback and variability of pension contributions and fund levels
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (2)

• Educating rational decision-makers about uncertainty using US social security investment economics
• Mathematical model of a social insurance fund with random expenditures for social programs (the diffusion approximation)

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