A realistic non-homogeneous stochastic pension fund model on scenario basis

Scandinavian Actuarial Journal

Volumn 1997, Issue 2, 1997, Pages 113-137

  Janssen, Jacques ^a   Manca, Raimondo ^b  

^a SOLVAY BRUSSELS SCHOOL OF ECONOMICS AND MANAGEMENT   (Belgium)

^b UNIVERSITY OF CHIETI   (Italy)

Author keywords

Economic scenario; Non homogeneous semi Markov processes; Pension fund; Population evolution; Stochastic processes

Indexed keywords

EID: 85011216306     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1997.10413982     Document Type: Article

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