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~isPartOf:"Casualty Actuarial Society - Publications"
~person:"Bedard, Diane"
~source:"als-doc"
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Bedard, Diane
Sundt, Bjørn
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Casualty Actuarial Society - Publications
ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 271-293
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Stochastic Pension Funding: Proportional Control and Bilinear Processes
Bedard, Diane
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1999
In this paper, we find explicit expressions for the moments of the fund level and the value of the total contribution when arithmetic or geometric rates of return are modeled...
Persistent link: https://www.econbiz.de/10005847159
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