This article describes the results of a research in Information Science field that aimed to verify how System Dynamics could be applied to manage, in a systemic perspective, the information of risk factors in Pension Fund’s assets and liabilities management (ALM) processes. Delphi technique was used to get data and to identify risk factors with two financial managers and actuaries from 20 Brazilian Pension Funds. By system dynamics, system thinking and agent based modelling techniques it was possible to represent factors cause and effect relations in order to get a function of their expenses and the actual and future payments of the retirements. The conclusions propose a methodology combining these three approaches and show some particularities and benefits of system dynamics to model financial and actuarial assumptions in such organizations and in Information Science research.

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Date created

• 2011 July 24-2011 July 28

Type

• Document

Processing Activity

• Processing documentation available at: https://wiki.albany.edu/display/SCA/Processing+Ingested+Digital+Files

License

• Creative Commons BY-NC-ND Attribution-NonCommercial-NoDerivs 4.0 International

  
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ITEM CONTEXT

Part of

28441c340962a2b363963713d1bba533

Scope and Contents

Part of

e35e9d46c0556df862a8fbb9e32d2143

Scope and Contents

Part of

23d738ba88f8333bc39725f9cb5bd0b8

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Collection

System Dynamic Society Records

Scope and Contents

Collecting area

• This collection is part of the University Archives