Delay, feedback and variability of pension contributions and fund levels

DOI10.1016/0167-6687(93)90408-HzbMath0793.62063OpenAlexW2090355478MaRDI QIDQ1323595

Steven Haberman, Alexandros A. Zimbidis

Publication date: 29 August 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90408-h

zbMATH Keywords

feedbackexpectationstime delayspension fundvariancescontribution levelsdefined benefit pension schemesfund levelsvariability of contribution rates

Mathematics Subject Classification ID

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

Related Items

Stochastic investment returns and contribution rate risk in a defined benefit pension scheme ⋮ Stochastic pension fund modelling ⋮ Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme ⋮ Optimal premium policy of an insurance firm: full and partial information ⋮ Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return ⋮ The combined effect of delay and feedback on the insurance pricing process: a control theory approach ⋮ Simulation-based optimization of social security systems under uncertainty ⋮ On the control of defined-benefit pension plans ⋮ Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework

Cites Work

• Pension funding with time delays. A stochastic approach