Torres Jiménez, Cristian (2003) Percentile pension cost methods with random retirement age. Masters thesis, Concordia University.
A new family of methods for pension valuation is studied; Ramsay (1993) who originally proposed them called them percentile cost methods. These are compared to traditional cost methods and their differences are discussed. A numerical illustration is presented. In addition, this thesis models the retirement age as a random variable. The traditional and percentile cost methods are redefined under this more general random context.
|Divisions:||Concordia University > Faculty of Arts and Science > Mathematics and Statistics|
|Item Type:||Thesis (Masters)|
|Authors:||Torres Jiménez, Cristian|
|Pagination:||xvi, 81 leaves : ill. ; 29 cm.|
|Degree Name:||Theses (M.Sc.)|
|Program:||Mathematics and Statistics|
|Thesis Supervisor(s):||Garrido, Jose|
|Deposited By:||Concordia University Libraries|
|Deposited On:||27 Aug 2009 13:27|
|Last Modified:||08 Dec 2010 10:26|
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