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Un modelo matemático para esquemas piramidales tipo Ponzi

Author

Listed:
  • Juan Mayorga-Zambrano

    (Departamento de Ciencias Exactas, Escuela Politécnica del Ejército, Quito, Ecuador)

Abstract

Se establece un modelo estocástico que describe un esquema piramidal tipo Ponzi. Se estudia su comportamiento, su punto crítico (definido en términos del estado financiero de la captadora), su punto de saturación (definido en términos del capital real de la captadora) y se define un índice de referencia sobre la viabilidad futura del esquema. Adicionalmente, se hace la simulación de una versión simplicada del modelo y se establece el algoritmo para la implementación computacional del modelo general.

Suggested Citation

  • Juan Mayorga-Zambrano, 2011. "Un modelo matemático para esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 1(1), pages 123-133, Junio.
    • Handle: RePEc:inp:inpana:v:1:y:2011:i:1:p:123-133
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    References listed on IDEAS

    as
    1. Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 190-201, September.
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    Cited by:

    1. Parodi, Bernhard R., 2014. "A Ponzi scheme exposed to volatile markets," MPRA Paper 60584, University Library of Munich, Germany.
    2. Lilia Quituisaca-Samaniego & Juan Mayorga-Zambrano & Paúl Medina, 2013. "Simulación estocástica de esquemas piramidales tipo Ponzi," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, vol. 6(2), pages 51-66, Diciembre.

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    More about this item

    Keywords

    modelamiento matemático; pirámides financieras; esquemas Ponzi; procesos estocásticos.;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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