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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/24686

    Title: Intertemporal stable pension funding
    Other Titles: 跨期穩定的退休金提撥
    Authors: 繆震宇;Miao, Jerry C. Y.;Wang, Jeniffer L.;Tzeng, Larry Y.
    Contributors: 淡江大學保險學系
    Keywords: Pension fund;dynamic programming;intertemporal stable condition;optimal contribution
    Date: 2004-08
    Issue Date: 2009-11-30 18:32:36 (UTC+8)
    Abstract: 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.
    Relation: 2004 ARIA Annual Meeting, Chicago
    Appears in Collections:[保險學系暨研究所] 會議論文

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