资金不足和资金过剩情况下 DB 养老基金的优化管理

IF 1.6 3区经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Scandinavian Actuarial Journal Pub Date : 2023-12-06 DOI:10.1080/03461238.2023.2289372

Guohui Guan, Zongxia Liang, Yi Xia

引用次数: 0

摘要

本文研究的是随机环境下的集合确定福利养老金计划的优化管理。利率遵循奥恩斯坦-乌伦贝克模型，福利遵循...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Optimal management of DB pension fund under both underfunded and overfunded cases

This paper investigates the optimal management of an aggregated defined benefit pension plan in a stochastic environment. The interest rate follows the Ornstein-Uhlenbeck model, the benefits follow...

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来源期刊

Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY

CiteScore

3.30

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.