Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme

DOI10.1016/S0167-6687(97)00009-7zbMath0906.62111WikidataQ127726013 ScholiaQ127726013MaRDI QIDQ1382125

Patrick Lam Yuk Wong, Steven Haberman

Publication date: 2 June 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

variabilitypension funding methodsmoving average rates of return

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme ⋮ Allocating unfunded liability in pension valuation under uncertainty. ⋮ Pension funding incorporating downside risks. ⋮ Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return

Cites Work

• Unnamed Item
• Unnamed Item
• A stochastic-dynamic approach to pension funding
• Pension funding with time delays and autoregressive rates of investment return
• Pension funding. The effect of changing the frequency of valuations
• Delay, feedback and variability of pension contributions and fund levels
• Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
• Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
• Dynamic approaches to pension funding
• Stability of pension systems when gains/losses are amortized and rates of return are autoregressive

This page was built for publication: Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme