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Stability of pension systems when rates of return are random · Study

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ArticleStability of pension systems when rates of return are random

Daniel Dufresne1989

Article1989

Stability of pension systems when rates of return are random

Daniel Dufresne

60 citations·0/0 files stored·Insurance Mathematics and Economics

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Financial Literacy, Pension, Retirement Analysis Insurance, Mortality, Demography, Risk Management Probability and Risk Models

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References

1988Movements of pension contributions and fund levels when rates of return are random

Cited by

1997Stochastic pension fund modelling 2003Pension funding incorporating downside risks 1997The present value of a stochastic perpetuity and the Gamma distribution 1999Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return 1994Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme 1999Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement system 2004Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans 2003Pension Funding and the Actuarial Assumption Concerning Investment Returns

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Details

Year1989

Typearticle

Published1989-03-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations60

Files0 public / 0

ShelfFinancial Literacy, Pension, Retirement Analysis

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doi10.1016/0167-6687(89)90049-8

openalex_workW2019004778

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