Analysis of predictor responses in the Leontief function for fi nancing amount of the social fund department

The paper gives a brief review of publications on the application of mathematical modeling methods in pension provision. Regarding the application of the Heston-Hull-White model in pension fund manage ment, specifi cally, we examine: the description of pension fund returns in Spain and Great Britain using an autoregressive model and neural network; the model of pension plan participants in the Slovak Republic; the problem of optimal management of defi ned contribution pension funds; the problem of optimal investment of a pension scheme participant facing stochastic infl ation; the nonlinear optimization model for the Italian defi ned contribution pension system. The paper develops two versions of the Leontief piecewise linear function for the total annual funding of the Russian Social Fund’s Irkutsk Oblast branch: the ordinary version and the version with optimal transformations of the independent variables. Both versions are characterized by acceptable accuracy. Their triggering vectors indicate that the factor determining the dynamics of the output variable is the number of self-employed (payers of contributions for themselves).

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