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Repositorio de la Red Internacional de Investigadores en Competitividad

Educación y gestión del conocimiento

Vol. 19 (2025): La IA y el futuro digital construyendo el camino hacia un mundo sostenible y competitivo 978-84-10470-93-4

Numerical simulations in the assets administration of pension funds: a scoping review

Enviado
octubre 31, 2025
Publicado
2025-11-07

Resumen

Los planes de pensiones enfrentan desafíos no vistos en décadas en la economía global (Mercer, 2022). Es imperativo conocer metodologías cuantitativas robustas que equilibren los activos y pasivos de los fondos logrando viabilidad financiera. En este trabajo se realiza una revisión de alcance para responder a la pregunta ¿Qué se sabe de la literatura existente sobre simulaciones numéricas en la administración de activos de los fondos de pensiones que aseguren la viabilidad financiera y la sostenibilidad? Los criterios de elegibilidad fueron: artículos revistas indizadas dentro del período de 2000 a 2025, escritos en inglés o español y con métodos cuantitativos. Las herramientas de IA Elicit, Connected Papers y Google Scholar son las fuentes de búsqueda específicas utilizadas. Los resultados son que, de un total de 64 artículos, 46 se identificaron en el área de pensiones, varios métodos numéricos en su mayoría con métodos estocásticos, pocos estudios con resultados numéricos.

Citas

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