Delay, feedback and variability of pension contributions and fund levels
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Cited by:
- Haberman, Steven, 1997. "Stochastic investment returns and contribution rate risk in a defined benefit pension scheme," Insurance: Mathematics and Economics, Elsevier, vol. 19(2), pages 127-139, April.
- Ermolieva, Tatiana, 2005. "Simulation-based optimization of social security systems under uncertainty," European Journal of Operational Research, Elsevier, vol. 166(3), pages 782-793, November.
- Huang, Hong-Chih & Cairns, Andrew J.G., 2006. "On the control of defined-benefit pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 113-131, February.
- Zimbidis, Alexandros & Haberman, Steven, 2001. "The combined effect of delay and feedback on the insurance pricing process: a control theory approach," Insurance: Mathematics and Economics, Elsevier, vol. 28(2), pages 263-280, April.
- John Board & Charles Sutcliffe, 2007.
"Joined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution Rate,"
Economic Analysis, Institute of Economic Sciences, vol. 40(3-4), pages 87-118.
- John Board & Charles Sutcliffe, 2005. "Joined-Up Pensions Policy in the UK: An Asset-Libility Model for Simultaneously Determining the Asset Allocation and Contribution Rate," ICMA Centre Discussion Papers in Finance icma-dp2005-11, Henley Business School, University of Reading.
- Cairns, Andrew J. G. & Parker, Gary, 1997. "Stochastic pension fund modelling," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 43-79, October.
- Haberman, Steven & Lam, Yuk Patrick & Wong, 1997. "Moving average rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme," Insurance: Mathematics and Economics, Elsevier, vol. 20(2), pages 115-135, September.
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