?
Математическая модель оценки рисков негосударственного пенсионного фонда
The work is devoted to the development of mathematical models and a tool for the analysis of actuarial and financial risks of non-state pension Funds for non-state pension provision, taking into account the sto-chastic variability in the number and gender and age structure of participants. The author's mathematical model is proposed for assessing the dynamics of financial reserves of non-state pension Funds for non-state pension provision, which allows taking into account the stochastic nature of the inflow and outflow of funds, fluctuations in the number and gender and age structure of participants in the pension program. The model was tested using the developed decision support tool. The proposed toolkit makes it possible to evaluate the indicators of financial reliability of non-state pension Funds in the medium and long term.