Pension Mathematics (2000-2001)

Academic Year of the Course: 
2000-2001
Course: 
20232
Pension Mathematics
Teaching staff: 
Marco Zecchin
Course Outlines: 
In the first part the fundamental probabilistic models of the multiple decrement theory are considered. Then, in the framework of the "Schema I.V.S.", the basic methods used in calculating the actuarial present values of benefits and contributions and the reserves are supplied. Beside the classical mean values method, the stochastic simulation approach is treated.
Recommended Texts: 
In the first part the fundamental probabilistic models of the multiple decrement theory are considered. Then, in the framework of the "Schema I.V.S.", the basic methods used in calculating the actuarial present values of benefits and contributions and the reserves are supplied. Beside the classical mean values method, the stochastic simulation approach is treated.
Last update: 12-11-2013 - 16:32