Geodesic
A credit risk estimate for long-term financial flows basing on statistical modeling
Sibirskij žurnal industrialʹnoj matematiki, Tome 14 (2011) no. 2, pp. 45-54 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider a mathematical model of long-term financial flows as the sum of a random number of random variables. For the particular case of flows in retirement funds we obtain distributions of gains and losses at a given moment in the distant future. We present the results of simulations using the statistical modeling of financial flows. We describe a program for estimating the credit risk of a retirement fund for various development scenarios of the world and regional economies.
Keywords: payment flow, sum of random variables, probability density, statistical modeling. 
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     title = {A~credit risk estimate for long-term financial flows basing on statistical modeling},
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S. S. Artem'ev; Yu. I. Ashchepkova; M. A. Yakunin. A credit risk estimate for long-term financial flows basing on statistical modeling. Sibirskij žurnal industrialʹnoj matematiki, Tome 14 (2011) no. 2, pp. 45-54. http://geodesic.mathdoc.fr/item/SJIM_2011_14_2_a5/

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