Optimal contributions in a defined benefit pension scheme with stochastic new entrants

DOI10.1016/J.INSMATHECO.2005.02.011MaRDI QIDQ2581785zbMATH OpenOpenAlexFDO

Authors Luigi Colombo, Steven Haberman

Publication date 10 January 2006

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2005.02.011

zbMATH Keywords

Optimal normal cost

Mathematics Subject Classification ID

Mathematical geography and demography (91D20)

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Cited in

(11)

• Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework
• Sustainability of a pay-as-you-go pension system by dynamic immigration control
• Sustainability of participation in collective pension schemes: an option pricing approach
• Mean-variance portfolio and contribution selection in stochastic pension funding
• Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
• Fair demographic risk sharing in defined contribution pension systems
• De-risking defined benefit plans
• Optimal contribution rate of PAYGO pension
• Downside risk management of a defined benefit plan considering longevity basis risk
• scientific article; zbMATH DE number 7646927 (Why is no real title available?)
• Heterogeneity-adjusted management of pension funds using adaptive representative agents

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