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Simulación estocástica de esquemas piramidales tipo Ponzi

Author

Listed:
  • Lilia Quituisaca-Samaniego

    (Dirección de Estudios Analíticos Estadísticos, Instituto Nacional de Estadística y Censos, Quito, Ecuador)

  • Juan Mayorga-Zambrano

    (Pontificia Universidad Católica del Ecuador - Sede Ambato, Ambato, Ecuador)

  • Paúl Medina

    (Instituto Gregorio Millán, Universidad Carlos III de Madrid, Madrid, España
    Departamento de Ciencias Exactas, Universidad de la Fuerzas Armadas ESPE, Quito, Ecuador)

Abstract

Mediante simulación, se estudian varios casos de fraude provocados por pirámides financieras tipo Ponzi (incluyendo los casos Madoff, DRFE y Cabrera); la técnica empleada corresponde a la implementación computacional de un modelo estocástico diseñado por J. Mayorga-Zambrano. Se comparan datos reales con aquellos generados por el software implementado; en particular, se estudia la evolución del número de clientes, del monto de estafa y del tiempo estimado de duración de la pirámide.

Suggested Citation

  • 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.
    • Handle: RePEc:inp:inpana:v:6:y:2013:i:2:p:51-66
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    References listed on IDEAS

    as
    1. 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.
    2. Artzrouni, Marc, 2009. "The mathematics of Ponzi schemes," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 190-201, September.
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    More about this item

    Keywords

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

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • 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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