Allocating unfunded liability in pension valuation under uncertainty. (Q1413324): Difference between revisions

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+MaRDI publication profile
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+Notes on the dynamics of pension funding
@@ Property / cites work: Notes on the dynamics of pension funding / rank @@
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+Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time
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+Stochastic pension fund modelling
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+Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system
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+Q4817820
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+A Theory of the Term Structure of Interest Rates
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+Stability of pension systems when rates of return are random
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+Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
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+Pension funding with time delays. A stochastic approach
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+Pension funding with time delays and autoregressive rates of investment return
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+Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
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+Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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+Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
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+Harmonic analysis of pension funding methods
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+Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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+An equilibrium characterization of the term structure
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(02)00118-x
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+W2058183576
@@ Property / OpenAlex ID: W2058183576 / rank @@
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+Publication:1413324