Stochastic investment returns and contribution rate risk in a defined benefit pension scheme
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- O'Brien, Thomas, 1986. "A stochastic-dynamic approach to pension funding," Insurance: Mathematics and Economics, Elsevier, vol. 5(2), pages 141-146, April.
- 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.
- Haberman, Steven, 1992. "Pension funding with time delays : A stochastic approach," Insurance: Mathematics and Economics, Elsevier, vol. 11(3), pages 179-189, October.
- Haberman, Steven & Sung, Joo-Ho, 1994. "Dynamic approaches to pension funding," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 151-162, December.
- 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.
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