Model for the management of Pension Fund with Deterministic and Stochastic Parameters

被引：0
|
作者：
El Goumi, Badreddine [1 ]
El Khomssi, Mohammed [1 ]
Fikri, Majda [2 ]
机构：
[1] Univ Sidi Mohamed Ben Abdelah, Lab Modeling & Sci Comp, Fes, Morocco
[2] Univ Ibn Zohr, Search Team Innovat Tech & Decis Syst, Agadir, Morocco
来源：
PROCEEDINGS OF THE 3RD IEEE INTERNATIONAL CONFERENCE ON LOGISTICS OPERATIONS MANAGEMENT (GOL'16) | 2016年
关键词：
Pension fund; constraints; strategic choice; model; probabilistic; stochastic; management; reform; LIABILITY MANAGEMENT; ASSET; COMPANY;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
Pension fund management is an issue for social as well as economic dimension, whose the political decision is based on a strategic choice to answering the economic, demographic evolution and social stability. The complexity of the issue obliges economists and researchers to simplify a set of constraints and data to obtain a programmable problem. In this paper, we propose an innovative model which combines probabilistic and stochastic data, this model allows in the case of simplification of getting existing models in the literature. Applying this dynamic model targets to improving current techniques used by pension funds in Morocco in management and reform.
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页数：5
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