INSTITUTE OF APPLIED MATHEMATICS
Last Updated:
21/07/2017 - 12:25

IAM583 - Pension Fund Mathematics

Credit: 3(3-0); ECTS: 8.0
Instructor(s): Sevtap Kestel
Prerequisites: Consent of Instructor(s)

Course Catalogue Description

Risk theory analysis of pension funds. Valuation of pension plans. Terminal funding. Multiple Decrement models. Actuarial cost methods for retired and for active and retired lives pension funding.

Course Objectives

Introduce the actuarial cost and contributory plan concepts, theory and methods for pension funds.

Course Learning Outcomes

Tentative (Weekly) Outline

Risk theory analysis of pension funds. Valuation of pension plans. Terminal funding. Multiple Decrement models. Actuarial cost methods for retired and for active and retired lives pension funding.

More Info on METU Catalogue

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