Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans
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Publication:5715950
DOI10.1080/10920277.2004.10596126zbMath1085.62509MaRDI QIDQ5715950
Steven Haberman, M. Iqbal Owadally
Publication date: 6 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/12998/15/Owadally%20%20Efficient%20gain%20and%20loss%20amortization.pdf
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
- A two-parameter family of pension contribution functions and stochastic optimization
- Stability of pension systems when rates of return are random
- Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
- Dynamic approaches to pension funding
