A realistic non-homogeneous stochastic pension fund model on scenario basis
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Publication:4367767
DOI10.1080/03461238.1997.10413982zbMath1078.62531OpenAlexW4237319380MaRDI QIDQ4367767
Jacques Janssen, Raimondo Manca
Publication date: 1997
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1997.10413982
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Cites Work
- Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects
- A stochastic theory of pension dynamics
- A stochastic simulation procedure for pension schemes
- A Class of Non-Stationary Reward Processes with Applications to Pension Accumulation
- The non-homogeneous Markov system in a stochastic environment
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