期刊論文

學年 94
學期 2
出版(發表)日期 2006-02-01
作品名稱 Intertemporal stable pension funding
作品名稱(其他語言)
著者 繆震宇; Miao, Jerry C. Y.; 王儷玲; Wang, Jennifer L.
單位 淡江大學保險學系
出版者 Singapore College of Insurance
著錄名稱、卷期、頁數 Asia-Pacific Journal of Risk and Insurance 1(2), pp.50-83
摘要 This paper proposes a discrete dynamic programming model to maintain pension contribution in a stable level. By assuming an intertemporal stable contribution rate, we derive an algorithm to calculate the optimal contribution that requires less exogenous information and produces more stable results. Our simulation results further confirm that our model helps pension fund managers to make more stable contributions and further reduce the contribution risk for the defined benefit pension fund than the traditional algorithms do.
關鍵字 Pension fund;dynamic programming;intertemporal stable condition;optimal contribution
語言 en
ISSN 1793-2157
期刊性質 國外
收錄於
產學合作
通訊作者
審稿制度
國別 SGP
公開徵稿
出版型式 ,紙本
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