Stochastic Methods for Pension Funds
Latest Publications

TOTAL DOCUMENTS

16

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By John Wiley & Sons, Inc

9781118562031, 9781848212046

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Simulation Models

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch9 ◽

2013 ◽

pp. 231-275

Keyword(s):

Simulation Models

Download Full-text

Risk Modeling and Solvency for Pension Funds

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch6 ◽

2013 ◽

pp. 149-180

Keyword(s):

Pension Funds ◽

Risk Modeling

Download Full-text

Discrete Time Semi-Markov Processes (SMP) and Reward SMP

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch10 ◽

2013 ◽

pp. 277-306

Keyword(s):

Markov Processes ◽

Discrete Time ◽

Semi Markov Processes

Download Full-text

Bibliography

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.biblio ◽

2013 ◽

pp. 437-447

Download Full-text

Classical Actuarial Theory of Pension Funding

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch2 ◽

2013 ◽

pp. 15-30

Keyword(s):

Pension Funding

Download Full-text

Fair and Market Values and Interest Rate Stochastic Models

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch5 ◽

2013 ◽

pp. 95-147

Keyword(s):

Interest Rate ◽

Stochastic Models ◽

Market Values

Download Full-text

Generalized Semi-Markov Non-homogeneous Models for Pension Funds and Manpower Management

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch11 ◽

2013 ◽

pp. 307-385

Keyword(s):

Pension Funds ◽

Homogeneous Models ◽

Manpower Management

Download Full-text

Deterministic and Stochastic Optimal Control

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch3 ◽

2013 ◽

pp. 31-54

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control

Download Full-text

Optimal Control of a Defined Contribution Pension Scheme

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch8 ◽

2013 ◽

pp. 207-230

Keyword(s):

Optimal Control ◽

Pension Scheme ◽

Defined Contribution

Download Full-text

Optimal Control of a Defined Benefit Pension Scheme

Stochastic Methods for Pension Funds ◽

10.1002/9781118562031.ch7 ◽

2013 ◽

pp. 181-206

Keyword(s):

Optimal Control ◽

Pension Scheme ◽

Defined Benefit

Download Full-text