STOCHASTIC ACTUARIAL MODELLING OF A DEFINED-BENEFIT SOCIAL SECURITY PENSION SCHEME: AN ANALYTICAL APPROACH

Publisher： Faculty of Actuaries and Institute of Actuaries

ISSN： 1748-4995

Source： Annals of Actuarial Science, Vol.3, Iss.1-2, 2008-01, pp. : 127-185

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

MERGING SCHEMES: AN ECONOMIC ANALYSIS OF DEFINED BENEFIT PENSION SCHEME MERGER CRITERIA

By Sutcliffe C. M. S.

Annals of Actuarial Science, Vol. 1, Iss. 2, 2006-01 ,pp. : 203-220

Faculty of Actuaries and Institute of Actuaries

Access to resources Recommend Favorite

DEFINING AND MEASURING INVESTMENT RISK IN DEFINED BENEFIT PENSION FUNDS

By Whelan S. F.

Annals of Actuarial Science, Vol. 2, Iss. 1, 2007-01 ,pp. : 51-66

Faculty of Actuaries and Institute of Actuaries

Access to resources Recommend Favorite

THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND

Probability in the Engineering and Informational Sciences, Vol. 31, Iss. 2, 2016-12 ,pp. : 196-206

Cambridge University Press

Access to resources Recommend Favorite

OPTIMAL TIME-CONSISTENT PORTFOLIO AND CONTRIBUTION SELECTION FOR DEFINED BENEFIT PENSION SCHEMES UNDER MEAN–VARIANCE CRITERION

ANZIAM Journal, Vol. 56, Iss. 1, 2014-10 ,pp. : 66-90

Cambridge University Press

Access to resources Recommend Favorite

Modelling Fruit Characteristics During Apple Maturation: A Stochastic Approach

By Scheerlinck N. Peirs A. Desmet M. Schenk A. Nicolaï B.M.

Mathematical and Computer Modelling of Dynamical Systems, Vol. 10, Iss. 2, 2004-06 ,pp. : 149-168

Taylor & Francis Ltd

Access to resources Recommend Favorite