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

DOI10.1016/j.insmatheco.2005.02.011zbMath1117.91380OpenAlexW2007838325MaRDI QIDQ2581785

Steven Haberman, Luigi Colombo

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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Cites Work

• Survival models in a dynamic context: a survey
• Optimal risk management in defined benefit stochastic pension funds
• Dynamic approaches to pension funding
• Harmonic analysis of pension funding methods
• Coherent Measures of Risk
• A realistic non-homogeneous stochastic pension fund model on scenario basis
• Pension Funding and the Actuarial Assumption Concerning Investment Returns
• The Treatment of Assets in Pension Funding
• Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
• Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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