Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return
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Publication:5718381
DOI10.1080/10920277.1999.10595837zbMath1082.62543OpenAlexW2077454993MaRDI QIDQ5718381
Steven Haberman, M. Iqbal Owadally
Publication date: 13 January 2006
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.1999.10595837
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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
- Pension funding with time delays. A stochastic approach
- Delay, feedback and variability of pension contributions and fund levels
- Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
- Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
- Dynamic approaches to pension funding
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