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 | 否 |
| 國別 | SGP |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24473 ) |