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THE DYNAMICS OF PENSION FUNDING: CONTRIBUTION THEORY
1 references·4 citing·16 second hop
THE DYNAMICS OF PENSION FUNDING: CONTRIBUTION THEORY (1978)THE DYNAMICS OF PENSION FUNDING: CONTRIBU…Pension mathematics with numerical illustrations (1977)Pension mathematics with nume…Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (2018)Portfolio optimization in a d…Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (2006)Funding and investment decisi…On the control of defined-benefit pension plans (2005)On the control of defined-ben…A stochastic-dynamic approach to pension funding (1986)A stochastic-dynamic approach…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Dynamic Asset Pricing Theory. (1993)An equilibrium characterization of the term structure (1977)Movements of pension contributions and fund levels when rates of return are random (1988)Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (2000)Optimal funding of defined benefit pension plans (2010)Impulse Control of Pension Fund Contributions, in a Regime Switching Economy (2013)Equilibrium strategies in a defined benefit pension plan game (2018)STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS (1976)Stochastic Differential Equations: Theory and Applications. (1976)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Determinants of corporate pension funding strategy (1987)Determinants of Funding Strategies and Actuarial Choices for Defined‐Benefit Pension Plans* (1999)The effect of fiscal stress and balanced budget requirements on the funding and measurement of state pension obligations (2002)
this work references cited by second hop

References

  • 1977Pension mathematics with numerical illustrations133 cited

Cited by

  • 1986A stochastic-dynamic approach to pension funding26 cited
  • 2006Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings24 cited
  • 2005On the control of defined-benefit pension plans24 cited
  • 2018Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance22 cited

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