Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
type: Item
instance of: scholarly article
title: Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
zbMATH Open document ID: 0808.62097
DOI: 10.1016/0167-6687(94)90779-X
author: Steven Haberman
published in: Insurance Mathematics \& Economics
publication date: 1994-11-06T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 681879
zbMATH Keywords: autoregressive rates of return
zbMATH Keywords: optimal spread period
zbMATH Keywords: comparison of pension funding methods
MaRDI profile type: Publication
cites work: Q4137964
cites work: Stability of pension systems when rates of return are random
cites work: Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
full work available at URL: 0167-6687(94)90779-x
OpenAlex ID: W2059828372
description: scientific article; zbMATH DE number 681879