English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 49287/83828 (59%)
造訪人次 : 7149362      線上人數 : 72
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24686


    題名: Intertemporal stable pension funding
    其他題名: 跨期穩定的退休金提撥
    作者: 繆震宇;Miao, Jerry C. Y.;Wang, Jeniffer L.;Tzeng, Larry Y.
    貢獻者: 淡江大學保險學系
    關鍵詞: Pension fund;dynamic programming;intertemporal stable condition;optimal contribution
    日期: 2004-08
    上傳時間: 2009-11-30 18:32:36 (UTC+8)
    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.
    關聯: 2004 ARIA Annual Meeting, Chicago
    顯示於類別:[保險學系暨研究所] 會議論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    index.html0KbHTML44檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋