Journal of Advances in Applied Mathematics

Download PDF (882.5 KB) PP. 41 - 56 Pub. Date: April 2, 2020

DOI: 10.22606/jaam.2020.52001

• Jimbo Henri Claver^*
  Department of Applied Mathematics and Statistics, AUAF & Waseda University, Tokyo, Japan
• Ngongo Isidore Séraphin
  Department of Mathematics, ENS, University of Yaoundé I , Cameroon
• Alemoka Jean Jacques
  Department of Mathematics, University of Yaoundé I, Cameroon
• Andjiga Gabriel Nicolas
  Department of Mathematics, University of Yaoundé I, Cameroon
• Etoua Remy Magloire
  Department of Mathematics, University of Yaoundé I, Cameroon
• Takeru Suzuki
  Department of Mathematics, University of Yaoundé I, Cameroon

In this article, we develop a model of forecasting credit and debit of pension funds of the NSIF in Cameroon. By using time series tools and relying on the ARMA model (Auto - Regressive Moving Average), we appropriately analyze and predict the main existing credit and debit of funds. The aim is to elaborate a model that is able to provide reliable information on credit and debit, mainly on the financial balance of the regime in order to guarantee and also ensure the management and financial planning of pension funds managed by the National Social Insurance Fund (NSIF) in Cameroon.

time series analysis, pension funds, credit, debit, ARMA, NSIF, forecasting and planning

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