Dynamic Programming Approach to Pension Funding: the Case of Incomplete State Information

Haberman and Sung (1994) have presented a dynamic model for a defined benefit occupational pension scheme which considered two types of risk: the "contribution rate" and the "solvency" risk...

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Year of publication:	2002-05-01
Authors:	Haberman, S. ; Sung, Joo-Ho
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 129 - 142
Subject:	Versicherungsbetriebslehre \| insurance management \| Pensionskasse

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Extent:	648192 bytes 14 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847073