Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
type: Item
instance of: scholarly article
title: Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
zbMATH Open document ID: 0914.62089
DOI: 10.1016/0167-6687(95)00028-3
author: Steven Haberman
author: Russell Gerrard
published in: Insurance Mathematics \& Economics
publication date: 1999-06-23T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 923768
zbMATH Keywords: funding with autoregressive rates of return
zbMATH Keywords: autoregressive multiplicative noise
zbMATH Keywords: nonlinear time series
MaRDI profile type: Publication
full work available at URL: 0167-6687(95)00028-3
OpenAlex ID: W1979671149
cites work: Stability of pension systems when rates of return are random
cites work: Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme
Wikidata QID: Q127306344
description: scientific article; zbMATH DE number 923768