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Diffusion Approximation of a Social Insurance Fund Model with Discontinuous Hysteresis Control of the Capital

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Abstract

In the present paper, the diffusion approximation of changing the capital for a mathematical model of a social insurance fund with deterministic rate of money allocation for social programs is investigated. Under assumption that the rate of changing the capital is an arbitrary function of the current value of the capital, the discontinuous hysteresis control of the capital is investigated.

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Val'ts, O.V., Zmeev, O.A. Diffusion Approximation of a Social Insurance Fund Model with Discontinuous Hysteresis Control of the Capital. Russian Physics Journal 47, 137–144 (2004). https://doi.org/10.1023/B:RUPJ.0000034478.74344.4e

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  • DOI: https://doi.org/10.1023/B:RUPJ.0000034478.74344.4e

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