Stochastic pension fund modelling (Q1381473): Difference between revisions

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+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+The dynamics of pension funds in a stochastic environment
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@@ Property / cites work @@
+Stability of pension systems when rates of return are random
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+Pension funding with time delays. A stochastic approach
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@@ Property / cites work @@
+Pension funding with time delays and autoregressive rates of investment return
+Normal rank
@@ Property / cites work @@
+Pension funding. The effect of changing the frequency of valuations
+Normal rank
@@ Property / cites work @@
+Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
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@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3711562
@@ Property / cites work: Q3711562 / rank @@
+Normal rank
@@ Property / cites work @@
+A second order stochastic differential equation for the force of interest
+Normal rank
@@ Property / cites work @@
+Delay, feedback and variability of pension contributions and fund levels
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@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-6687(97)00018-8
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+W2031710658
@@ Property / OpenAlex ID: W2031710658 / rank @@
+Normal rank