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Harmonic analysis of pension funding methods - MaRDI portal

Harmonic analysis of pension funding methods (Q1921974)

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scientific article; zbMATH DE number 923760
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English
Harmonic analysis of pension funding methods
scientific article; zbMATH DE number 923760

    Statements

    Harmonic analysis of pension funding methods (English)
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    9 January 1997
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    pension funding
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    autoregressive random sequences
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    benefit pension scheme
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    randomly fluctuating rates of return
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    spectral decomposition
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    stationary random sequences
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    variances
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    fund level
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    group funding method
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    discounted cash flows
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