| dc.contributor | 風管系 | - |
| dc.creator (作者) | 繆震宇;王儷玲 | zh_TW |
| dc.creator (作者) | Miao, Jerry C.Y. ; Wang, Jennifer L. | - |
| dc.date (日期) | 2006-02 | en_US |
| dc.date.accessioned | 6-Oct-2010 10:41:07 (UTC+8) | - |
| dc.date.available | 6-Oct-2010 10:41:07 (UTC+8) | - |
| dc.date.issued (上傳時間) | 6-Oct-2010 10:41:07 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/45798 | - |
| dc.description.abstract (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. | - |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Conference of American Risk and Insurance Association | en_US |
| dc.relation (關聯) | Asia Pacific Journal of Risk and Insurance, 1(2), 50-63 | - |
| dc.title (題名) | Intertemporal Stable Pension Funding | en_US |
| dc.type (資料類型) | article | en |
