Risk measurement and management of defined benefit pension schemes: a stochastic approach
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Publication:4810715
DOI10.1093/imaman/14.2.111zbMath1106.91338MaRDI QIDQ4810715
M. Zaki Khorasanee, Steven Haberman, Bernard Ngwira, I. D. Wright
Publication date: 16 August 2004
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/14.2.111
decision-making under uncertainty; stochastic simulation; risk measurement; Defined benefit pension scheme
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