Optimal Funding Strategy with the Stochastic Investment Model for Defined Benefit Pension Plan

Nataļja Kuļikova; Andrejs Matvejevs

Optimal Funding Strategy with the Stochastic Investment Model for Defined Benefit Pension Plan

2003
Nataļja Kuļikova, Andrejs Matvejevs

Keywords
Defined Benefit Pension Plan, Solvency Risk

Kuļikova, N., Matvejevs, A. Optimal Funding Strategy with the Stochastic Investment Model for Defined Benefit Pension Plan. IT and Management Science. Vol.14, 2003, pp.167-172. ISSN 1407-7493.

Publication language
English (en)

Publication Type
Publications in RTU scientific journal
Funding for basic activity
Unknown
Field of research
2. Engineering and technology
Sub-field of research
2.2 Electrical engineering, Electronic engineering, Information and communication engineering
ID: 2778