In the article a representation theorem for a management method of Pension Fund is proved. This method, called The Exact Individual Trajectories Method (EIT) previously introduced by one of the authors, has the peculiarity of being set up on an axiomatic basis and it is an alternative to the already known management methods of actuarial present value and of stochastic trajectories. EIT is worked out on an individual basis which takes into account, for each insured, the set of all possible future life events, feasible trajectories. The theorem we prove in this article enables us, through the representation model, to identify directly the feasible trajectories without having to consider all the potential ones, wich would be numerically non-polynomial, that is beyond control.

A mathematical model for the management of an invalidity old age survivor pension fund: the Exact Individual Trajectories Method / Angrisani, Massimo; Attias, Anna. - In: PURE MATHEMATICS AND APPLICATIONS. - ISSN 1218-4586. - STAMPA. - 15:(2004), pp. 1-15.

A mathematical model for the management of an invalidity old age survivor pension fund: the Exact Individual Trajectories Method

ANGRISANI, Massimo;ATTIAS, Anna
2004

Abstract

In the article a representation theorem for a management method of Pension Fund is proved. This method, called The Exact Individual Trajectories Method (EIT) previously introduced by one of the authors, has the peculiarity of being set up on an axiomatic basis and it is an alternative to the already known management methods of actuarial present value and of stochastic trajectories. EIT is worked out on an individual basis which takes into account, for each insured, the set of all possible future life events, feasible trajectories. The theorem we prove in this article enables us, through the representation model, to identify directly the feasible trajectories without having to consider all the potential ones, wich would be numerically non-polynomial, that is beyond control.
Exact Individual Trajectories; invalidity old age survivor pension fund; Probability
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A mathematical model for the management of an invalidity old age survivor pension fund: the Exact Individual Trajectories Method / Angrisani, Massimo; Attias, Anna. - In: PURE MATHEMATICS AND APPLICATIONS. - ISSN 1218-4586. - STAMPA. - 15:(2004), pp. 1-15.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/241083
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