Diplomová práce / info:eu-repo/semantics/masterThesis
Osoba oponující práci:
First, this thesis introduces the system of pension insurance with state contribution including its proposed amendment made in 2009. Its aim is to forecast and to analyse expected development in pension insurance with state contribution. The main part of the thesis is focused on the simulation model of this insurance product. Within this model, annual interest on contributions is randomly generated and the amount of money a client of a hypothetical pension fund would receive is calculated. To facilitate this simulation, I programmed and attached (as a part of the thesis) an application in VBA language which enables to run this simulation in the preset number of replications. The thesis gives four examples of simulation experiments -- a simulation of pension insurance, and a simulation of pension saving, both versions both with and without contributions made by client's employer. The comparison of the expected efficiency of the both systems from the point of view of the government and a client is drawn at the end of the thesis.
pension insurance; VBA; Monte Carlo method; simulation; pension system
Informace o studiu
Studijní program a Studijní obor:
Kvantitativní metody v ekonomice/Ekonometrie a operační výzkum