A credit risk estimate for long-term financial flows basing on statistical modeling

We consider a mathematical model of long-term financial flows as the sum of a random number of random variables. For the particular case of flows in retirement funds we obtain distributions of gains and losses at a given moment in the distant future. We present the results of simulations using the statistical modeling of financial flows. We describe a program for estimating the credit risk of a retirement fund for various development scenarios of the world and regional economies.