Stochastic pension fund modelling
type: Item
instance of: scholarly article
title: Stochastic pension fund modelling
zbMATH Open document ID: 0919.62118
DOI: 10.1016/S0167-6687(97)00018-8
author: Andrew J. G. Cairns
author: Gary Parker
published in: Insurance Mathematics \& Economics
publication date: 1999-09-05T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1129623
zbMATH Keywords: stochastic rates of return
zbMATH Keywords: valuation rate of interest
zbMATH Keywords: efficient frontier
zbMATH Keywords: ergodic theorem
zbMATH Keywords: conditional distribution
zbMATH Keywords: AR(1) model
MaRDI profile type: Publication
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full work available at URL: s0167-6687(97)00018-8
OpenAlex ID: W2031710658
description: scientific article; zbMATH DE number 1129623