Notes on the dynamics of pension funding

DOI10.1016/0167-6687(82)90026-9zbMath0526.62095OpenAlexW2168905412MaRDI QIDQ594522

James C. Hickman, Cecil J. Nesbitt, Newton L. jun. Bowers

Publication date: 1982

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

Full work available at URL: http://hdl.handle.net/2027.42/23851

zbMATH Keywords

variable annuityaggregate cost fundingcontribution ratespension funding dynamics

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic growth models (91B62)

Related Items (5)

The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding ⋮ Allocating unfunded liability in pension valuation under uncertainty. ⋮ Pension funding incorporating downside risks. ⋮ Optimal pension funding through dynamic simulations: The case of Taiwan public employees retirement system ⋮ A stochastic-dynamic approach to pension funding

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