Yakimova L. The economic and mathematical modeling of the system of actuarial evaluation of unstate pension funds

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0408U001551

Applicant for

Specialization

  • 08.00.11 - Математичні методи, моделі та інформаційні технології в економіці

20-03-2008

Specialized Academic Board

Д 64.055.01

Simon Kuznets Kharkiv National University of Economics

Essay

Object of research: process actuarial evaluation activity of unstate pension funds; the purpose of work: consists in development economic-mathematical models of system actuarial evaluation activity of not state pension funds; technique of research and the equipment: the logic analysis, the system approach, economic-mathematical methods of modelling: stochastic modelling, econometric modelling, mathematical programming, methods of financial calculations, model of a tree of the purposes; theoretical and practical results: the integrated system economic-mathematical models of actuarial evaluation activity UPF is advanced. Models of financial streams which are developed as model of urgent and disposable pension payments, the methodical approach to forecasting activity of not state pension funds which is based on synthesis of three methods, have received the further development: stochastic models actuarial evaluation which are developed according to working pension legislation for posting actuarial estimations quantity of participants UPF, probabilities of insolvency UPF and development of strategy UPF, methodical maintenance of information-analytical system of support of decision-making in actuarial evaluation activity UPF; practical value of the received results consists that they allow to solve a scientific – practical problem of development theoretical positions and practical recommendations with application of economic-mathematical methods and models actuarial evaluation activity UPF; subject and degree of introduction: development are entered into practical activities "The Open unstate pension fund "Opora", "The pension of actuarial the adviser"; sphere of use: activity of unstate pension funds, educational process.

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