Proposal for Mathematical and Parallel Computing Modeling as a Decision Support System for Actuarial Sciences
Author:
Santos Marcos dos12ORCID, Gomes Carlos Francisco Simões3ORCID, Pereira Júnior Enderson Luiz3ORCID, Moreira Miguel Ângelo Lellis23ORCID, Costa Igor Pinheiro de Araújo23ORCID, Fávero Luiz Paulo4ORCID
Affiliation:
1. Systems and Computing Department, Military Institute of Engineering, Rio de Janeiro 22290-270, Brazil 2. Operational Research Department, Naval Systems Analysis Centre, Rio de Janeiro 20091-000, Brazil 3. Production Engineering Department, Federal Fluminense University, Rio de Janeiro 24210-240, Brazil 4. School of Economics, Business, and Accounting, University of São Paulo, São Paulo 05508-010, Brazil
Abstract
This paper aims to find the actuarial tables that best represent the occurrences of mortality and disability in the Brazilian Armed Forces, thus providing a better dimensioning of the costs of military pensions to be paid by the pension system. To achieve this goal, an optimization software was developed that tests 53 actuarial tables for the death of valid military personnel, 21 boards for entry into the disability of assets, and 21 boards for mortality of invalids. The software performs 199 distinct adherence tests for each table analyzed through linear aggravations and de-escalations in the probabilities of death and disability. The statistical–mathematical method used was the chi-square adherence test in which the selected table is the one with the null hypothesis “observed data” equal to the “expected data” with the highest degree of accuracy. It is expected to bring a significant contribution to society, as a model of greater accuracy reduces the risk of a large difference between the projected cost and the cost observed on the date of the year, thus contributing to the maintenance of public governance. Additionally, the unprecedented and dual nature of the methodology presented here stands out. As a practical contribution, we emphasize that the results presented streamline the calculation of actuarial projections, reducing by more than 90% the processing times of calculations referring to actuarial projections of retirees from the armed forces. As a limitation of the study, we emphasize that, although possibly replicable, the database was restricted only to the Brazilian Armed Forces.
Subject
Geometry and Topology,Logic,Mathematical Physics,Algebra and Number Theory,Analysis
Reference103 articles.
1. Logullo, Y., Bigogno-Costa, V., Silva, A.C.S.d., and Belderrain, M.C. (2022). A Prioritization Approach Based on VFT and AHP for Group Decision Making: A Case Study in the Military Operations. Production, 32. 2. Do Nascimento Maêda, S.M., Basílio, M.P., Pinheiro, I., d de Araújo costaa, M.Â., Moreira, L., dos Santos, M., Gomes, C.F.S., de Almeidaa, I.D.P., and de Araújo Costad, A.P. (2021, January 8–11). Investments in Times of Pandemics: An Approach by the SAPEVO-M-NC Method. Proceedings of the 2nd Conference on Modern Management Based on Big Data, MMBD, Quanzhou, China. and 3rd Conference on Machine Learning and Intelligent Systems, MLIS, Xiamen, China, 8–11 November 2021. 3. Group Decision Making on Water Resources Based on Analysis of Individual Rankings;Morais;Omega,2012 4. Costa, I.P.D.A., Costa, A.P.D.A., Sanseverino, A.M., Gomes, C.F.S., and Santos, M.D. (2022). Bibliometric studies on multi-criteria decision analysis (mcda) methods applied in military problems. Pesqui. Oper., 42. 5. THOR 2 Method: An Efficient Instrument in Situations Where There Is Uncertainty or Lack of Data;Tenorio;IEEE Access,2021
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
|
|