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Mathematical Model of a Social Insurance Fund with Random Expenditures for Social Programs (the Diffusion Approximation)

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Abstract

In the present work, the diffusion approximation of the capital is constructed for the mathematical model of a social insurance fund with random expenditures for social programs. The discontinuous hysteresis control of the fund capital is considered.

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REFERENCES

  1. H. H. Panjer and G. E. Willmot, Insurance Risk Models, Society of Actuaries, Schaumburg (1992).

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  2. L. E. Radyuk and A. F. Terpugov, Probability Theory and Random Processes [in Russian], Publishing House of Tomsk State University, Tomsk (1988).

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  3. L. F. Adashkin, in: Materials of All-Russian Scientific-Practical Conference on Information Technologies and Mathematical Modeling, Anzhero-Sudzhensk (2002), pp. 14–18.

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Authors and Affiliations

  1. Tomsk State University, Russia

    O. A. Zmeev

Authors
  1. O. A. Zmeev
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Zmeev, O.A. Mathematical Model of a Social Insurance Fund with Random Expenditures for Social Programs (the Diffusion Approximation). Russian Physics Journal 46, 318–324 (2003). https://doi.org/10.1023/A:1025498114041

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  • DOI: https://doi.org/10.1023/A:1025498114041

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