Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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Publication:5956045
DOI10.1016/S0167-6687(01)00082-8zbMath0989.62057OpenAlexW2120691036MaRDI QIDQ5956045
David Blake, Kevin Dowd, Andrew J. G. Cairns
Publication date: 2 July 2002
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(01)00082-8
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Uses Software
Cites Work
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- Pensionmetrics: Stochastic pension plan design and value-at-risk during the accumulation phase
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