Percentile pension cost methods with random retirement age


Percentile pension cost methods with random retirement age

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.
Institution:Concordia University
Degree Name:Theses (M.Sc.)
Program:Mathematics and Statistics
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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