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At which version you are working on...As we have done this in 9.3.1 by simply forcefully updating the filters at essbase side soon after each security refresh...
I am not sure if there is any way to handle such situations in EPM 11. But i think we will need to check dimension level security or any design member to handle it.
Is there any particular reason why you are not using the functionality included in the Scenario Dimension to modify the startPeriod to do this? The scenario startPeriod property (and startYear property as well) is specifically designed to enable you to close the periods and periods for update by any user once they are no longer valid for planning purposes.