Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme

DOI10.1016/S0167-6687(97)00009-7zbMath0906.62111WikidataQ127726013 ScholiaQ127726013MaRDI QIDQ1382125

Patrick Lam Yuk Wong, Steven Haberman

Publication date: 2 June 1998

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

zbMATH Keywords

variabilitypension funding methodsmoving average rates of return

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme ⋮ Allocating unfunded liability in pension valuation under uncertainty. ⋮ Pension funding incorporating downside risks. ⋮ Pension Fund Dynamics and Gains/Losses Due to Random Rates of Investment Return

Cites Work

• Unnamed Item
• Unnamed Item
• A stochastic-dynamic approach to pension funding
• Pension funding with time delays and autoregressive rates of investment return
• Pension funding. The effect of changing the frequency of valuations
• Delay, feedback and variability of pension contributions and fund levels
• Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
• Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
• Dynamic approaches to pension funding
• Stability of pension systems when gains/losses are amortized and rates of return are autoregressive

This page was built for publication: Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme