Pension funding. The effect of changing the frequency of valuations
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Publication:1323594
DOI10.1016/0167-6687(93)90407-GzbMath0793.62062MaRDI QIDQ1323594
Publication date: 1 June 1994
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
annual and triennial valuationsdefined benefit occupational pension schemefrequency of valuationfund levelsindependent and identically distributed investment returnsnon- negative expected real rates of investment returnoptimal spread periodsrelative limiting variancesvariability of pension contributions
Related Items (5)
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings ⋮ Stochastic pension fund modelling ⋮ Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme ⋮ Stochastic control of funding systems. ⋮ On the control of defined-benefit pension plans
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