A stochastic theory of pension dynamics

DOI10.1016/0167-6687(83)90011-2zbMath0515.62095OpenAlexW1980051219WikidataQ127436465 ScholiaQ127436465MaRDI QIDQ1052030

Yves Balcer, Izzet Sahin

Publication date: 1983

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(83)90011-2

zbMATH Keywords

pension planscoverageportabilitysemi-Markov reward processvesting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

The dynamics of pension funds in a stochastic environment ⋮ A realistic non-homogeneous stochastic pension fund model on scenario basis ⋮ A Class of Non-Stationary Reward Processes with Applications to Pension Accumulation

Cites Work

• Unnamed Item
• Cumulative constrained sojourn times in semi-Markov processes with an application to pensionable service
• Markov renewal theory

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