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Pension funding with time delays and autoregressive rates of investment return

Haberman, Steven - In: Insurance: Mathematics and Economics 13 (1993) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10005374582

The combined effect of delay and feedback on the insurance pricing process: a control theory approach

Zimbidis, Alexandros; Haberman, Steven - In: Insurance: Mathematics and Economics 28 (2001) 2, pp. 263-280

Persistent link: https://www.econbiz.de/10005374775

Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary

Haberman, Steven; Sung, Joo-Ho - In: Insurance: Mathematics and Economics 36 (2005) 1, pp. 103-116

Persistent link: https://www.econbiz.de/10005374805

Stochastic investment returns and contribution rate risk in a defined benefit pension scheme

Haberman, Steven - In: Insurance: Mathematics and Economics 19 (1997) 2, pp. 127-139

Persistent link: https://www.econbiz.de/10005374843

Dynamic approaches to pension funding

Haberman, Steven; Sung, Joo-Ho - In: Insurance: Mathematics and Economics 15 (1994) 2-3, pp. 151-162

Persistent link: https://www.econbiz.de/10005375042

An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data

Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J. - In: Insurance: Mathematics and Economics 27 (2000) 3, pp. 285-312

Persistent link: https://www.econbiz.de/10005375105

Pension funding with time delays : A stochastic approach

Haberman, Steven - In: Insurance: Mathematics and Economics 11 (1992) 3, pp. 179-189

Persistent link: https://www.econbiz.de/10005375117

Moving weighted average graduation using kernel estimation

Gavin, John; Haberman, Steven; Verrall, Richard - In: Insurance: Mathematics and Economics 12 (1993) 2, pp. 113-126

Persistent link: https://www.econbiz.de/10005375138

Optimal contributions in a defined benefit pension scheme with stochastic new entrants

Colombo, Luigi; Haberman, Steven - In: Insurance: Mathematics and Economics 37 (2005) 2, pp. 335-354

Persistent link: https://www.econbiz.de/10005375203

Mean-variance optimization problems for an accumulation phase in a defined benefit plan

Delong, Lukasz; Gerrard, Russell; Haberman, Steven - In: Insurance: Mathematics and Economics 42 (2008) 1, pp. 107-118

In this paper we deal with contribution rate and asset allocation strategies in a pre-retirement accumulation phase. We consider a single cohort of workers and investigate a retirement plan of a defined benefit type in which an accumulated fund is converted into a life annuity. Due to the random...

Persistent link: https://www.econbiz.de/10005375246