Recent developments in applied mathematics and mechanics: theory, experiment and practice. Devoted to the 80th anniversary of academician N.N.Yanenko

Akademgorodok, Novosibirsk, Russia, June 24 - 29, 2001

Abstracts

Individual pension fund calculation under interval uncertainty

Avdeenko S.N., Dombrovsky V.V.

Tomsk State University (Tomsk)

S.N. Avdeenko, V.V. Dombrovsky

We consider one of the pension system variants, which is based solely on the superannuation contributions realized by every workman during his labour activity. These dues are accumulated on the personal pension account of a workman. When calculating the individual pension fund amount accumulated by the end of the active labour workman activity, it is necessary to take into consideration the fact, that for a long term of time the main parameters of accumulation means on the pension account (the rate of tax in the pension fund, the pension fund yield, the pace of changing a pay of a workman) never stays constant. It is possible only with sufficient share of validity to indicate borders these parameters will inhere in. In this case the methods of interval analysis are used to calculate the amount of individual pension fund by means of the adequate mathematical device.

In order to estimate the individual pension fund we use both an ordinary (classical) interval arithmetic and syntheses of ordinary and generalized ones. The formulas for calculation of individual pension fund amount have been obtained and comparative analysis of the results is carried out.

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Note. Abstracts are published in author's edition

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