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Volumn 20, Issue 2, 1997, Pages 115-135

Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme

Author keywords

Moving average rates of return; Optimal spread period; Pension funding; Variability of contributions and fund levels

Indexed keywords


EID: 0031591905     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00009-7     Document Type: Article
Times cited : (15)

References (20)
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  • 6
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    • Fluctuations of pension contributions and fund levels
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    • Dufresne, D.1
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    • Frees, E.W.1
  • 9
    • 0030138294 scopus 로고    scopus 로고
    • Stability of pension systems when gains/losses are amortized and rates of return are autoregressive
    • Gerrard, R.J. and S. Haberman (1996). Stability of pension systems when gains/losses are amortized and rates of return are autoregressive. Insurance: Mathematics and Economics 18, 59-71.
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    • Gerrard, R.J.1    Haberman, S.2
  • 10
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    • Pension funding with time delays and autoregressive rates of investment return
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  • 11
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    • Haberman, S.1
  • 12
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    • Autoregressive rates of return and the variability of pension contributions and funds levels for a defined benefit pension scheme
    • Haberman, S. (1994). Autoregressive rates of return and the variability of pension contributions and funds levels for a defined benefit pension scheme. Insurance: Mathematics and Economics 14, 219-240.
    • (1994) Insurance: Mathematics and Economics , vol.14 , pp. 219-240
    • Haberman, S.1
  • 15
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    • A stochastic-dynamic approach to pension funding
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    • (1986) Insurance: Mathematics and Economics , vol.5 , pp. 141-146
    • O'Brien, T.1
  • 18
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    • More on a stochastic asset model for actuarial use
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  • 20
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    • Delay, Feedback and the variability of pension contributions and fund levels
    • Zimbidis A. and S. Haberman (1993). Delay, Feedback and the variability of pension contributions and fund levels. Insurance: Mathematics and Economics 13, 271-285.
    • (1993) Insurance: Mathematics and Economics , vol.13 , pp. 271-285
    • Zimbidis, A.1    Haberman, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.