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Percentile pension cost methods with random retirement age

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Percentile pension cost methods with random retirement age

Torres Jiménez, Cristian (2003) Percentile pension cost methods with random retirement age. Masters thesis, Concordia University.

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Abstract

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.
Institution:Concordia University
Degree Name:Theses (M.Sc.)
Program:Mathematics and Statistics
Date:2003
Thesis Supervisor(s):Garrido, Jose
ID Code:2346
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 13:27
Last Modified:08 Dec 2010 10:26
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