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  • Variability of Pension Contributions and Fund Levels with Random and Autoregressive Rates of Return
    order I (AR(1)): [(t) : @ + @ [~(t-1) -@ ] + e(t) (17) where e(t) for t=1,2, ... are independent and ... each with mean 0 and var iance 12. Equat ion (17) replaces assumpt ion 5. in t roduced ear l ier ...

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    • Authors: Steven Haberman
    • Date: Jan 1990
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Pensions & Retirement>Assumptions and methods
  • Pension Plan Asset Valuation Methods
    Pension Plan Asset Valuation Methods A discussion of the various Pension Plan Asset Valuation Methods. ... Funding. Richard D. Irwin, Homewood, Illinois. 17) Winklevoss, H.E. (1993). Pension Mathematics with ...

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    • Authors: Steven Haberman, MUHAMMAD IQBAL OWADALLY
    • Date: Aug 2001
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: The Pension Forum
    • Topics: Pensions & Retirement>Assumptions and methods