메뉴 건너뛰기




Volumn 3, Issue 3, 1999, Pages 105-117

Pension fund dynamics and gains/losses due to random rates of investment return

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85011180242     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.1999.10595837     Document Type: Article
Times cited : (25)

References (20)
  • 3
    • 0041489774 scopus 로고
    • Dynamic Response of Insurance Systems with Delayed Profit/Loss-Sharinǵ Feedback to Isolated Unpredicted Claims
    • Balzer, L.A., and Benjamin, S. 1980. "Dynamic Response of Insurance Systems with Delayed Profit/Loss-Sharinǵ Feedback to Isolated Unpredicted Claims," Journal of the Institute of Actuaries 107:513–28.
    • (1980) Journal of the Institute of Actuaries , vol.107 , pp. 513-528
    • Balzer, L.A.1    Benjamin, S.2
  • 8
    • 0004016378 scopus 로고
    • Ph.D. thesis. School of Mathematics, The City University, London
    • Dufresne, D. 1986. "The Dynamics of Pension Funding," Ph.D. thesis. School of Mathematics, The City University, London.
    • (1986) The Dynamics of Pension Funding
    • Dufresne, D.1
  • 9
    • 0000909864 scopus 로고
    • Moments of Pension Contributions and Fund Levels When Rates of Return Are Random
    • Dufresne, D. 1988. "Moments of Pension Contributions and Fund Levels When Rates of Return Are Random," Journal of the Institute of Actuaries 115:535–44.
    • (1988) Journal of the Institute of Actuaries , vol.115 , pp. 535-544
    • Dufresne, D.1
  • 10
    • 38249026329 scopus 로고
    • Stability of Pension Systems When Rates of Return Are Random
    • Dufresne, D. 1989. "Stability of Pension Systems When Rates of Return Are Random," Insurance: Mathematics and Economics 8:71–76.
    • (1989) Insurance: Mathematics and Economics , vol.8 , pp. 71-76
    • Dufresne, D.1
  • 12
    • 0000760959 scopus 로고
    • Autoreǵressive Rates of Return and the Variability of Pension Contributions and Fund Levels for a Defined Benefit Pension Scheme
    • Haberman, S. 1994. "Autoreǵressive Rates of Return and the Variability of Pension Contributions and Fund Levels for a Defined Benefit Pension Scheme," Insurance: Mathematics and Economics 14:219–40.
    • (1994) Insurance: Mathematics and Economics , vol.14 , pp. 219-240
    • Haberman, S.1
  • 14
    • 0031591905 scopus 로고    scopus 로고
    • Movinǵ Averaǵe Rates of Return and the Variability of Pension Contributions and Fund Levels for a Defined Benefit Pension Scheme
    • Haberman, S., and Wong, L.Y.P. 1997. "Movinǵ Averaǵe Rates of Return and the Variability of Pension Contributions and Fund Levels for a Defined Benefit Pension Scheme," Insurance: Mathematics and Economics 20:115–35.
    • (1997) Insurance: Mathematics and Economics , vol.20 , pp. 115-135
    • Haberman, S.1    Wong, L.Y.P.2
  • 15
    • 38249037795 scopus 로고
    • A Two-Parameter Family of Pension Contribution Functions and Stochastic Optimization
    • O’Brien, T. 1987. "A Two-Parameter Family of Pension Contribution Functions and Stochastic Optimization," Insurance: Mathematics and Economics 6:129–34.
    • (1987) Insurance: Mathematics and Economics , vol.6 , pp. 129-134
    • O’Brien, T.1
  • 17
    • 84909533032 scopus 로고
    • The Unfunded Present Value Family of Pension Fundinǵ Methods
    • Trowbridge, C.L. 1963. "The Unfunded Present Value Family of Pension Fundinǵ Methods," Transactions of the Society of Actuaries 15:151–69.
    • (1963) Transactions of the Society of Actuaries , vol.15 , pp. 151-169
    • Trowbridge, C.L.1
  • 20
    • 38248999720 scopus 로고
    • Delay, Feedback, and Variability of Pension Contributions and Fund Levels
    • Zimbidis, A., and Haberman, S. 1993. "Delay, Feedback, and Variability of Pension Contributions and Fund Levels," Insurance: Mathematics and Economics 13:271–85.
    • (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.