Delay, feedback and variability of pension contributions and fund levels

DOI10.1016/0167-6687(93)90408-HMaRDI QIDQ1323595zbMATH OpenOpenAlexFDO

Authors 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

contribution levelsdefined benefit pension schemesexpectationsfeedbackfund levelspension fundtime delaysvariability of contribution ratesvariances

Mathematics Subject Classification ID

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

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Cites work

• Pension funding with time delays. A stochastic approach

Cited in

(10)

• Pension funding with time delays and autoregressive rates of investment return
• 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
• Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
• On the control of defined-benefit pension plans
• Simulation-based optimization of social security systems under uncertainty
• 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
• Optimal premium policy of an insurance firm: full and partial information

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