There was this interesting article in Finnish news about a week ago[1 - finnish obviously]. Kela (the Finnish social security agency) conducted a study which showed that underuse of social security costs them more than abuse.

Almost half of the people who would be entitled to some benefits do not apply for them, due to various reasons such as social stigma, lack of knowledge or because they consider all the paperwork too much work. As a result, many people end up with more serious problems (debt, evictions, medical issues, social exclusion) that the state ultimately ends up paying for.

They found that abuse of the benefits exists, but is not very widespread.

[1]: http://yle.fi/uutiset/sosiaaliturvan_alikaytto_tulee_meille_...

Edit: fixed typo edit2: really fixed typo