Diagnosis profitable part of the pension fund of Ukraine by method of mathematical modeling

Васечко, Людмила Іванівна and Глушак, Оксана Михайлівна and Семеняка, Світлана Олексіївна and Рамський, Андрій Юрійович and Нестерова, Олена Дмитрівна (2022) Diagnosis profitable part of the pension fund of Ukraine by method of mathematical modeling Financial and credit activity: problems of theory and practice (2(43)). pp. 157-164. ISSN 2306-4994

Text Vasechko_Hlushak_ Semenyaka_ Ramskyi_Nesterova_FCA_2_2022.pdf Download (274kB)

Abstract

The paper covers the problems of the domestic system of state pension insurance. Using the example of the Pension Fund of Ukraine, the influence of certain macroeconomic, demographic, financial and economic factors on the formation of the revenue part of the budget of the respective fund is investigated by the method of mathematical mod-eling. It is identified that the following endogenous indicators, whose changes should be under special attention of the state when forecasting the income of the Pension Fund of Ukraine, will serve as determining parameters: average monthly wage dynamics and inflation (macroeconomic indicators), the amount of the single premium, which is di-vided into compulsory state pension insurance (financial and economic index), and the number of the employed population (demographic index). The existence of multicollin-earity between the selected factor variables was tested using the Farrar –Globeer test. It is proved that since there is no high degree of correlation between factor variables, it is expedient to carry out the parameterization step using the method of least squares (MLS). Based on the constructed econometric model of multiple regression, while main-taining the average salary, the growth rate of the revenue side of the budget of the Pension Fund of Ukraine will be 0,41, taking into account the synergistic effect of other factors considered (growth rate of single contribution, growth rate of employed popu-lation, and inflation rate). While maintaining the rates of insurancepremiums for em-ployers in the funds of compulsory state social insurance of Ukraine, the growth rate of the revenue side of the budget of the Pension Fund of Ukraine will be 0,73 taking into account the synergistic effect of other factors under consideration (growth rate of av-erage monthly wage, growth rate of employed population, and inflation rate). While maintaining the number of the employed population, the growth rate of the revenue part of the budget of the Pension Fund of Ukraine is 0,86taking intoaccount the syn-ergistic effect of other factors under consideration (average monthly wage growth rate, single contribution rate, and inflation rate).

Item Type:	Article
Uncontrolled Keywords:	state pension insurance; mathematical methods; econometric models; correlation-regression analysis; information and communication technologies in the sphere of economy
Subjects:	Це архівна тематика Київського університету імені Бориса Грінченка > Статті у наукометричних базах > Index Copernicus Це архівна тематика Київського університету імені Бориса Грінченка > Статті у наукометричних базах > Web of Science Це архівна тематика Київського університету імені Бориса Грінченка > Статті у журналах > Фахові (входять до переліку фахових, затверджений МОН)
Divisions:	Це архівні підрозділи Київського університету імені Бориса Грінченка > Факультет економіки та управління > Кафедра фінансів Це архівні підрозділи Київського університету імені Бориса Грінченка > Факультет інформаційних технологій та математики > Кафедра комп'ютерних наук
Depositing User:	Оксана Михайлівна Глушак
Date Deposited:	12 May 2022 13:20
Last Modified:	05 Sep 2022 12:26
URI:	https://elibrary.kubg.edu.ua/id/eprint/41062

Actions (login required)

View Item