References

• 1977An equilibrium characterization of the term structure6,104 cited
• 1984A Stochastic Investment Model for Actuarial Use255 cited
• 1994Practical Risk Theory for Actuaries.197 cited
• 1994Dynamic approaches to pension funding121 cited
• 1988Movements of pension contributions and fund levels when rates of return are random77 cited
• 1989Stability of pension systems when rates of return are random60 cited
• 1997Stochastic pension fund modelling51 cited
• 1985Pension Mathematics for Actuaries44 cited
• 1997Stochastic investment returns and contribution rate risk in a defined benefit pension scheme42 cited
• 1996Optimizing investment and contribution policies of a defined benefit pension fund39 cited
• 1999Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return39 cited
• 1994Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme35 cited
• 1999Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement system34 cited
• 1997A realistic non-homogeneous stochastic pension fund model on scenario basis23 cited
• 1997Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme