Simulation-based optimization of social security systems under uncertainty

DOI10.1016/J.EJOR.2004.03.044MaRDI QIDQ555928zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Monte Carlo simulationMultiagent systemRisk management

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 4035561 (Why is no real title available?)
• scientific article; zbMATH DE number 4089327 (Why is no real title available?)
• scientific article; zbMATH DE number 51121 (Why is no real title available?)
• scientific article; zbMATH DE number 1462623 (Why is no real title available?)
• Delay, feedback and variability of pension contributions and fund levels
• On nonsmooth and discontinuous problems of stochastic systems optimization
• Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks

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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