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Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach - MaRDI portal

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Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach (Q5745331)

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scientific article; zbMATH DE number 6881070
Language Label Description Also known as
English
Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach
scientific article; zbMATH DE number 6881070

    Statements

    publication date
    5 June 2018
    0 references
    zbMATH Keywords
    pensions fund
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    diffusion process first passage times
    0 references
    perpetuity
    0 references
    renewal equation
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    arXiv classification
    q-fin.PR
    0 references
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    60J60
    0 references
    60K10
    0 references
    zbMATH DE Number
    6881070
    0 references
    arXiv ID
    2203.09548
    0 references
     
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