Pension funding with time delays and autoregressive rates of investment return (Q1318549): Difference between revisions

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Property / cites work: Stability of pension systems when rates of return are random / rank
 
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Property / cites work: Stability of pension systems when gains/losses are amortized and rates of return are autoregressive / rank
 
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Property / cites work: Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme / rank
 
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Property / cites work: Pension funding with time delays. A stochastic approach / rank
 
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Property / cites work: Theory of difference equations: Numerical methods and applications / rank
 
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Latest revision as of 14:20, 22 May 2024

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Pension funding with time delays and autoregressive rates of investment return
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    Pension funding with time delays and autoregressive rates of investment return (English)
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    27 March 1994
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    feedback delays
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    recursive formulae
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    pension funding methods
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    first-order autoregressive process
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    fund level
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    time delay
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    contribution rate
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    nonlinear time series
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    autoregressive rate of return
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    expectations
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    variability of fund
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    moments
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