Studying pensions funds through an infinite servers nodes network: A theoretical problem
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10071/5584 |
Resumo: | 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 λA and λB, 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: mAλAαA = mB(ρλA + λB)αB. In this formula it is established a relationship among the two nodes. Several examples are given in the study. |
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Studying pensions funds through an infinite servers nodes network: A theoretical problemThis 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 λA and λB, 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: mAλAαA = mB(ρλA + λB)αB. In this formula it is established a relationship among the two nodes. Several examples are given in the study.IOP Publishing2013-09-18T10:45:18Z2012-11-01T00:00:00Z2012-11info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10071/5584eng1742-6588Ferreira, Manuel Alberto M.Andrade, MarinaFilipe, José Antónioinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-09T17:52:37Zoai:repositorio.iscte-iul.pt:10071/5584Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T22:26:14.670172Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
title |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
spellingShingle |
Studying pensions funds through an infinite servers nodes network: A theoretical problem Ferreira, Manuel Alberto M. |
title_short |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
title_full |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
title_fullStr |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
title_full_unstemmed |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
title_sort |
Studying pensions funds through an infinite servers nodes network: A theoretical problem |
author |
Ferreira, Manuel Alberto M. |
author_facet |
Ferreira, Manuel Alberto M. Andrade, Marina Filipe, José António |
author_role |
author |
author2 |
Andrade, Marina Filipe, José António |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Ferreira, Manuel Alberto M. Andrade, Marina Filipe, José António |
description |
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 λA and λB, 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: mAλAαA = mB(ρλA + λB)αB. In this formula it is established a relationship among the two nodes. Several examples are given in the study. |
publishDate |
2012 |
dc.date.none.fl_str_mv |
2012-11-01T00:00:00Z 2012-11 2013-09-18T10:45:18Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10071/5584 |
url |
http://hdl.handle.net/10071/5584 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
1742-6588 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
IOP Publishing |
publisher.none.fl_str_mv |
IOP Publishing |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799134825330769920 |