| dc.creator (作者) | 張士傑 | zh_TW |
| dc.creator (作者) | Chang,Shih-Chieh | - |
| dc.date (日期) | 1999 | en_US |
| dc.date.accessioned | 8-Dec-2008 11:09:01 (UTC+8) | - |
| dc.date.available | 8-Dec-2008 11:09:01 (UTC+8) | - |
| dc.date.issued (上傳時間) | 8-Dec-2008 11:09:01 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/13003 | - |
| dc.description.abstract (摘要) | The process funding pension plans is viewed as a dynamic control process. Two performance measures are introduced to evaluate the effectiveness of plan contributions: the cost-induced performance measure (CIPM) and the ratio-induced performance measure (RIPM). A dynamic programming approach is used to determining the optimal contributions with the objective of minimizing the performance measure. The methodology developed is applied to a sample of members of Taiwan`s Public Employees Pension Plan (Tai-PERS). We show that RIPM produces more stable results than those using CIPM. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Actuarial Practice,8,5-42 | en_US |
| dc.subject (關鍵詞) | contributions;control theory;dynamic programming;performance measure | - |
| dc.title (題名) | Realistic Pension Funding: A Stochastic Approach | en_US |
| dc.type (資料類型) | article | en |
