Torres Jiménez, Cristian (2003) Percentile pension cost methods with random retirement age. Masters thesis, Concordia University.
Preview |
Text (application/pdf)
3MBMQ83856.pdf |
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: | M.Sc. |
| Program: | Mathematics |
| Date: | 2003 |
| Thesis Supervisor(s): | Garrido, Jose |
| Identification Number: | HD 7105 T62 2003 |
| ID Code: | 2346 |
| Deposited By: | Concordia University Library |
| Deposited On: | 27 Aug 2009 17:27 |
| Last Modified: | 13 Jul 2020 19:52 |
| Related URLs: |
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.
Repository Staff Only: item control page
Download Statistics
Download Statistics