ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Actuarial Study of Pensions

Objective

The aim of the course is to familiarize students who consider an actuarial-insurance activity with the technical and financial functioning of pension schemes. The course reviews the basic principles for estimating the cost of these plans and measuring the value of the commitments made.

Planning

1 Introduction to pension engineering
2 The price of pensions : General
3 The price of pensions : Basic Actuarial Techniques
4 Mandatory pension schemes in France
5 Supplementary pension schemes in France
6 Other forms of retirement preparation in France
7 Pension schemes in Europe
8 Accounting for pension commitments within companies
9 The technical and financial management of pension schemes and their solvency

References

CONSEIL D’ORIENTATION DES RETRAITES (2021), 8ème rapport, COR.
FERREIRA A. M. (Sous la direction de) (2020). Protection sociale d'entreprise et épargne salariale, L’Argus de l’Assurance.

GAUTRON N. (2019) Comprendre et conseiller la retraite supplémentaire, L'Argus de l'Assurance.
KESSLER D., STRAUSS-KAHN D. (1982). L’épargne et la retraite, Economica.
PETAUTON P. (2017). Théorie et pratique de l’assurance-vie, 5ème édition, Edition Dunod [36 PET 00 A].