A mathematical model of pension fund operation and methods of fund stability analysis

DOI10.1007/S10598-018-9404-7MaRDI QIDQ1797703zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 22 October 2018

Published in Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10598-018-9404-7

zbMATH Keywords

Cramer-Lundberg modelpension fundpension planruin probabilitysimulationstability

Mathematics Subject Classification ID

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• The Logical Sustainability Theory for pension systems: the discrete-time model in a stochastic framework under variable mortality
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