Allocating unfunded liability in pension valuation under uncertainty.

DOI10.1016/S0167-6687(02)00118-XzbMath1074.62525OpenAlexW2058183576MaRDI QIDQ1413324

Shih-Chieh Chang, Chiang-Chu Chen

Publication date: 16 November 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00118-x

zbMATH Keywords

Taylor series expansionCost allocationStochastic processDefined benefitPension valuation

Mathematics Subject Classification ID

Related Items (1)

Pension funding incorporating downside risks.

Cites Work

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