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

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1977Pension mathematics with numerical illustrations133 cited

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1994Moments of the present value of a portfolio of policies47 cited
1994Limiting Distribution of the Present Value of a Portfolio44 cited
1997Stochastic investment returns and contribution rate risk in a defined benefit pension scheme42 cited
1992A realistic approach to pension funding40 cited
1999Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return39 cited
2000Contribution and solvency risk in a defined benefit pension scheme37 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
1989Weak convergence of random growth processes with applications to insurance34 cited

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2003

A Stochastic Approach to Risk Management and Decision Making in Defined Benefit Pension Schemes

33 cited

2019Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan27 cited

2004Efficient Gain and Loss Amortization and Optimal Funding in Pension Plans25 cited