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Actuarial Research Clearing House ARCH 1989 Vol. 1 - Stability of Pension Systems When Rates of Return are Random
equation is where the A's can be determined by direct substitution into Eq. (10), yielding - [(1+i)/8- ... increases Var F. 93 3. This trade-off is a direct outcome of Prop. 4. However, the following ap- ...- Authors: Daniel Dufresne
- Date: Jan 1989
- Publication Name: Actuarial Research Clearing House
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Some Aspects of Statement of Financial Accounting Standards No. 87
process in order to influence its behaviour. A primary objective for most control systems is to make ... continuity). In this example, however, other more direct methods can be used to show that (ULt) is ergodic ...- Authors: Daniel Dufresne
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension accounting