Deterministic modeling of defined-contribution pension funds

North American Actuarial Journal

Volumn 1, Issue 4, 1997, Pages 83-99

  Khorasanee, Zaki ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84900991851     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1997.10595653     Document Type: Article

References (7)

1. Benjamin, S. 1984. “An Actuarial Layman Looks at Control Theory,” Transactions of the 22nd International Congress of Actuaries, Sydney, Australia, 1984, Vol. 4, pp. 295–309.
2. Disney, R. 1996. “Pensions as Insurance,” The Geneva Papers on Risk and Insurance 21:258–70.
3. Fujiki, M.H. 1994. “Pension Fund Valuation,” Ph.D. thesis, City University, London.
4. Furnish, J.J. 1982. “Pension Plans in an Inflationary Environment,” Transactions of the Society of Actuaries 34: 29–56.
5. Haberman, S., and Sung, J.-H. 1994. “Dynamic Approaches to Pension Funding,” Insurance Mathematics and Economics 15:151–62.
6. Khorasanee, M.Z. 1996. “A Pension Plan Incorporating Both Defined Benefit and Defined Contribution Principles,” Journal of Actuarial Practice 3, no. 2:269–300.
7. Loades, D.H. 1992. Instability in Pension Funding, Transactions of the 24th International Congress of Actuaries, Montreal, Canada, Vol. 2, pp. 137–54.