Intertemporal Stable Pension Funding
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References listed on IDEAS
- Haberman, S., 1994. "Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme," Insurance: Mathematics and Economics, Elsevier, vol. 14(3), pages 219-240, July.
- Benveniste, L M & Scheinkman, J A, 1979. "On the Differentiability of the Value Function in Dynamic Models of Economics," Econometrica, Econometric Society, vol. 47(3), pages 727-732, May.
- Dufresne, Daniel, 1989. "Stability of pension systems when rates of return are random," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 71-76, March.
- Runggaldier, Wolfgang J., 1998. "Concepts and methods for discrete and continuous time control under uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 25-39, May.
- 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.
- Haberman, Steven & Sung, Joo-Ho, 1994. "Dynamic approaches to pension funding," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 151-162, December.
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