Pension system design: roles and interdependencies of tax-financed and funded pensions

SF Jarner, S Jallbjørn, TM Andersen - Scandinavian Actuarial …, 2024 - Taylor & Francis
The purpose of this paper is to give an overview of the roles, objectives, and trade-offs in a
two-pillar pension system consisting of tax-financed, public pensions and defined …

[HTML][HTML] First Passage Analysis in a Queue with State Dependent Vacations

JH Dshalalow, RT White - Axioms, 2022 - mdpi.com
This paper deals with a single-server queue where the server goes on maintenance when
the queue is exhausted. Initially, the maintenance time is fixed by deterministic or random …

Addressing reserves and pension funds through gambler's ruin and generalized Brownian motion process

MAM Ferreira, J Filipe - Recent advances in mathematical …, 2021 - repositorio.iscte-iul.pt
We used the random walk to model the problem of reserves. The classic case of a stochastic
process is the example of random walks, which are used to study a set of phenomena and …