A Stochastic Model for Pensionable Service

DOI10.1080/03461238.1990.10413877MaRDI QIDQ3990298zbMATH OpenOpenAlexFDO

Authors G. K. Agrafiotis, M. Z. Tsoukalas

Publication date 28 June 1992

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1990.10413877

zbMATH Keywords

determining pension benefitsexponentially distributed employmentfirst passage timelength of working lifepensionable serviceperiods of unemploymentrenewal equationvesting rules

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A Numerical Algorithm for Recursively-Defined Convolution Integrals Involving Distribution Functions
• scientific article; zbMATH DE number 3797466 (Why is no real title available?)

Cited in

(5)

• Service contracts: a stochastic model.
• A Class of Non-Stationary Reward Processes with Applications to Pension Accumulation
• scientific article; zbMATH DE number 5528988 (Why is no real title available?)
• Pension expectations as disincentives to job mobility
• scientific article; zbMATH DE number 2069341 (Why is no real title available?)

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