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On the control of defined-benefit pension plans · Study

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ArticleOn the control of defined-benefit pension plans

Hong‐Chih Huang2005

Article2005

On the control of defined-benefit pension plans

Hong‐Chih Huang · Andrew J. G. Cairns

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

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Stochastic processes and financial applications Financial Literacy, Pension, Retirement Analysis Probability and Risk Models

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References

1977An equilibrium characterization of the term structure 2000Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time 1988Movements of pension contributions and fund levels when rates of return are random 1989Stability of pension systems when rates of return are random 1997Stochastic pension fund modelling 1997Stochastic investment returns and contribution rate risk in a defined benefit pension scheme 1994Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme 1978THE DYNAMICS OF PENSION FUNDING: CONTRIBUTION THEORY

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2010Optimal funding of defined benefit pension plans 2018Equilibrium strategies in a defined benefit pension plan game 2017Contribution volatility and public pension reform

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2002Pension Valuation Under Uncertainties: Implementation of a Stochastic and Dynamic Monitoring Systemarticle · 6 shared references 2003Pension funding incorporating downside risksarticle · 3 shared references 2000Contribution and solvency risk in a defined benefit pension schemearticle · 3 shared references 1999Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement systemarticle · 3 shared references 2004Efficient Gain and Loss Amortization and Optimal Funding in Pension Plansarticle · 3 shared references 2006Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earningsarticle · 3 shared references

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Year2005

Typearticle

Published2005-10-06

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.insmatheco.2005.08.005

openalex_workW2134733583

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