Stochastic pension fund modelling (Q1381473)

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Stochastic pension fund modelling
scientific article

    Statements

    title
    Stochastic pension fund modelling (English)
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    author
    Andrew J. G. Cairns
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    Gary Parker
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    publication date
    5 September 1999
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    zbMATH Keywords
    stochastic rates of return
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    valuation rate of interest
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    efficient frontier
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    ergodic theorem
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    conditional distribution
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    AR(1) model
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B30
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    62M10
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    zbMATH DE Number
    1129623
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    OpenAlex ID
    W2031710658
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