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Detalhes da Produção
| Tipo | Trabalho em Eventos |
| Grupo | Produção Bibliográfica |
| Descrição | CHAIM, R. M. ; STREIT, R. E.. Pension Funds Governance: Combining SD, Agent based Modelling and Fuzzy Logic to address Dynamic Asset and Liability Management. In: 26th International Conference of the System Dynamics Society, 2008, Athens. Anais do 26th International Conference of the System Dynamics Society, 2008. v. . p. 42-42. |
| Autor | Rosalvo Ermes Streit |
| Ano | 2008 |
Informações Complementares
| Ano de Realização | 2008 |
| Ano do Trabalho | 2008 |
| Cidade da Editora | Hoboken, NJ, Estados Unidos |
| Cidade do Evento | Athens |
| Classificação do Evento | INTERNACIONAL |
| Descrição e Informações Adicionais | Abstract: The governance is a system composed by a great number of interdependent entities, with different degrees of relationship. This article considers the governance of a social- economic and political environment under a pension fund s perspective as a complex system in which the interactions among the actors influence the governance and the governance can influence their interactions, in a recursive way. In order to cope with the peculiarities of complex systems, a system dynamics (SD) model, combined with an agent- based model is proposed to analyze population dynamics and the influence of credibility as a subjective factor over the expected adhesion of new participants. The behavior of the agents is modeled using fuzzy logic. This way, the article aims to evidence the power of a multi-paradigm model to study complex environments and to offer a way to address a dynamic ALM problem in order to manage solvency and liquidity risks in pension funds. |
| Divulgação Científica | NAO |
| Homepage do Trabalho | [http://www.systemdynamics.org/conferences/2008/proceed/papers/CHAIM426.pdf] |
| Idioma | Inglês |
| ISBN | 9781935056003 |
| Meio de Divulgação | MEIO_DIGITAL |
| Natureza | COMPLETO |
| Nome da Editora | Wiley Blackwell |
| Nome do Evento | 26th International Conference of the System Dynamics Society |
| Página Final | 42 |
| Página Inicial | 42 |
| País do Evento | Estados Unidos |
| Relevância | SIM |
| Título dos Anais ou Proceedings | Proceedings of the 26th International Conference of the System Dynamics Society |
| Título do Trabalho | Pension Funds Governance: Combining SD, Agent based Modelling and Fuzzy Logic to address Dynamic Asset and Liability Management |