Risk measurement and management of defined benefit pension schemes: a stochastic approach-Reference-Cited by-同舟云学术

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Risk measurement and management of defined benefit pension schemes: a stochastic approach

Published:2003-04-01 Issue:2 Volume:14 Page:111-128
ISSN:1471-678X
Container-title:IMA Journal of Management Mathematics
language:en
Short-container-title:IMA Journal of Management Mathematics

Author:

Haberman S.

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Management Science and Operations Research,Strategy and Management,General Economics, Econometrics and Finance,Modeling and Simulation,Management Information Systems

Link

http://academic.oup.com/imaman/article-pdf/14/2/111/1848200/140111.pdf

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Quantification of Uncertainty Cost Functions for Controllable Solar Power Modeling;WSEAS TRANSACTIONS ON POWER SYSTEMS;2024-03-27

2. Optimal assets allocation and benefit adjustment strategy with longevity risk for target benefit pension plans;Journal of Industrial and Management Optimization;2023

3. Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan;IMA Journal of Management Mathematics;2021-12-08

4. Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference;IMA Journal of Management Mathematics;2019-07-11

5. (Analysis of Approaches of Participants of Pension Products Market to the Development of Optimal Investment Strategies of Pension Savings);SSRN Electronic Journal;2014

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