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Pension funding with time delays and autoregressive rates of investment return - MaRDI portal

Pension funding with time delays and autoregressive rates of investment return (Q1318549)

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scientific article; zbMATH DE number 540714
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English
Pension funding with time delays and autoregressive rates of investment return
scientific article; zbMATH DE number 540714

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    Pension funding with time delays and autoregressive rates of investment return (English)
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    27 March 1994
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    feedback delays
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    recursive formulae
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    pension funding methods
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    first-order autoregressive process
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    fund level
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    time delay
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    contribution rate
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    nonlinear time series
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    autoregressive rate of return
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    expectations
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    variability of fund
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    moments
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