Stochastic control of funding systems. (Q1413320)

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Language	Label	Description	Also known as
English	Stochastic control of funding systems.	scientific article

Statements

scholarly article

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Stochastic control of funding systems. (English)

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Insurance Mathematics \& Economics

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publication date

16 November 2003

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zbMATH Keywords

Dividend strategy

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MaRDI profile type

MaRDI publication profile

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Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time

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Stability of pension systems when rates of return are random

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Stability of pension systems when gains/losses are amortized and rates of return are autoregressive

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Pension funding. The effect of changing the frequency of valuations

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

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Dynamic approaches to pension funding

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Contribution and solvency risk in a defined benefit pension scheme

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A stochastic-dynamic approach to pension funding

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A two-parameter family of pension contribution functions and stochastic optimization

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Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return

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On optimal dividend payments and related problems

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Identifiers

zbMATH Open document ID

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10.1016/S0167-6687(02)00107-5

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1413320

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