Dynamic approaches to pension funding
type: Item
instance of: scholarly article
title: Dynamic approaches to pension funding
zbMATH Open document ID: 0818.62091
DOI: 10.1016/0167-6687(94)90791-9
author: Steven Haberman
author: Joo-Ho Sung
published in: Insurance Mathematics \& Economics
publication date: 1995-08-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C39
zbMATH DE Number: 768799
zbMATH Keywords: contribution rate
zbMATH Keywords: solvency risk
zbMATH Keywords: dynamical model of pension funding
zbMATH Keywords: benefit occupational pension scheme
zbMATH Keywords: optimal funding control procedures
MaRDI profile type: Publication
full work available at URL: 0167-6687(94)90791-9
OpenAlex ID: W1987742327
cites work: Q4168443
cites work: Q3241581
cites work: Q4137964
cites work: Pension funding with time delays and autoregressive rates of investment return
cites work: Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
cites work: Stochastic processes and filtering theory
cites work: A two-parameter family of pension contribution functions and stochastic optimization
cites work: Q3198771
description: scientific article; zbMATH DE number 768799