Allocating unfunded liability in pension valuation under uncertainty.
type: Item
instance of: scholarly article
title: Allocating unfunded liability in pension valuation under uncertainty.
zbMATH Open document ID: 1074.62525
DOI: 10.1016/S0167-6687(02)00118-X
author: Shih-Chieh Chang
author: Chiang-Chu Chen
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004024
zbMATH Keywords: Cost allocation
zbMATH Keywords: Defined benefit
zbMATH Keywords: Stochastic process
zbMATH Keywords: Pension valuation
zbMATH Keywords: Taylor series expansion
MaRDI profile type: Publication
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full work available at URL: s0167-6687(02)00118-x
OpenAlex ID: W2058183576
description: scientific article; zbMATH DE number 2004024