Pensions modelling

DOI10.1093/IMAMAN/14.2.101MaRDI QIDQ4810713zbMATH OpenOpenAlexFDO

Authors Con Keating

Publication date 16 August 2004

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imaman/14.2.101

zbMATH Keywords

option pricingBlack-Scholesinsolvencyfair value accountingMertondefined benefit pensions

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30)

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Cited in

(10)

• UK pension changes in 2015: some mathematical considerations
• Modeling assets and liabilities of a finnish pension insurance company: a VEqC approach
• Projections of pension benefits in supplementary pension saving scheme in Slovakia
• An actuarial balance sheet model for defined benefit pay-as-you-go pension systems with disability and retirement contingencies
• Collective adjustment of pension rights in ALM models
• Market-consistent valuation and funding of cash balance pensions
• Building Better Retirement Income Models
• Modeling and analyzing the IAS 19 system of accounting for unfunded pensions
• scientific article; zbMATH DE number 5522381 (Why is no real title available?)
• Pension reserves in the valuation of a company according to the pension fund modell

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