Pension funding with time delays and autoregressive rates of investment return (Q1318549)
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scientific article; zbMATH DE number 540714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pension funding with time delays and autoregressive rates of investment return |
scientific article; zbMATH DE number 540714 |
Statements
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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