scientific article

zbMath0606.62123MaRDI QIDQ3745131

Daniel Dufresne

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

recursive formulasrandom rates of returnaggregate methodfunded pension plans

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (7)

The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding ⋮ Stability of pension systems when rates of return are random ⋮ Stochastic investment returns and contribution rate risk in 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 ⋮ Weak convergence of random growth processes with applications to insurance ⋮ Pension Funding with Moving Average Rates of Return ⋮ Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return

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