Stability of pension systems when gains/losses are amortized and rates of return are autoregressive (Q1921984)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stability of pension systems when gains/losses are amortized and rates of return are autoregressive |
scientific article; zbMATH DE number 923768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of pension systems when gains/losses are amortized and rates of return are autoregressive |
scientific article; zbMATH DE number 923768 |
Statements
Stability of pension systems when gains/losses are amortized and rates of return are autoregressive (English)
0 references
23 June 1999
0 references
funding with autoregressive rates of return
0 references
autoregressive multiplicative noise
0 references
nonlinear time series
0 references
