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Delay, feedback and variability of pension contributions and fund levels

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  • Zimbidis, Alexandros
  • Haberman, Steven

Abstract

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Suggested Citation

  • Zimbidis, Alexandros & Haberman, Steven, 1993. "Delay, feedback and variability of pension contributions and fund levels," Insurance: Mathematics and Economics, Elsevier, vol. 13(3), pages 271-285, December.
  • Handle: RePEc:eee:insuma:v:13:y:1993:i:3:p:271-285
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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Cairns, Andrew J. G. & Parker, Gary, 1997. "Stochastic pension fund modelling," Insurance: Mathematics and Economics, Elsevier, vol. 21(1), pages 43-79, October.
    5. 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.
    6. 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.
    7. 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.

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