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Notes on the dynamics of pension funding

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Author Info

  • Bowers, Newton Jr.
  • Hickman, James C.
  • Nesbitt, Cecil J.

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File URL: http://www.sciencedirect.com/science/article/B6V8N-45S97TN-G/2/49f778ec168036dbc9b34d063d608b88
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Bibliographic Info

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 1 (1982)
Issue (Month): 4 (October)
Pages: 261-270

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Handle: RePEc:eee:insuma:v:1:y:1982:i:4:p:261-270

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Web page: http://www.elsevier.com/locate/inca/505554

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Cited by:
  1. Chang, Shih-Chieh, 1999. "Optimal pension funding through dynamic simulations: the case of Taiwan public employees retirement system," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 187-199, May.
  2. Chang, S. C. & Tzeng, Larry Y. & Miao, Jerry C. Y., 2003. "Pension funding incorporating downside risks," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 217-228, April.
  3. Noël Bonneuil, 2013. "Early Warning to Insolvency in the Pension Fund: The French Case," Risks, MDPI, Open Access Journal, vol. 1(1), pages 1-13, January.
  4. Chang, Shih-Chieh & Chen, Chiang-Chu, 2002. "Allocating unfunded liability in pension valuation under uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 371-387, June.

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