THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND

DOI10.1017/S0269964816000504zbMath1414.91208OpenAlexW2561763806MaRDI QIDQ5358111

Sungchul Lee, Hyungsu Kim, Geonwoo Kim

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964816000504

zbMATH Keywords

log-normal approximationstochastic projectionextreme value methodpublic pension system

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Extreme value theory; extremal stochastic processes (60G70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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