TY: JOUR
T1 - Studying Pensions Funds Through an Infinite Servers Nodes Network: A Theoretical Problem
A1 - Ferreira, Manuel Alberto M.
A1 - Andrade, Marina
A1 - Filipe, José António
N2 - This study intends to present a representation of a pensions fund through a stochastic network with two infinite servers nodes. With this representation it is allowed to deduce an equilibrium condition of the system with basis on the identity of the random rates expected values, for which the contributions arrive to the fund and the pensions are paid by the fund. In our study a stochastic network is constructed where traffic is represented. This network allows to study the equilibrium in the system and it is admissible to get a balance to a pensions fund. A specific case is studied. When the arrivals from outside at nodes A and B are according to a Poisson process, with rates ?A and ?B, respectively, the system may be seen as a two nodes network where the first node is a M/G/? queue and second a Mt/G/? queue. For this case in the long term the conditions of equilibrium are as follows: mA?A?A = mB(??A + ?B)?B. In this formula it is established a relationship among the two nodes. Several examples are given in the study.
UR - https://repositorio.iscte-iul.pt/handle/10071/5584
Y1 - 2012
PB - IOP Publishing