| 期刊論文| 1. | Haberman, Steven(1994)。Autoregressive rates of return and the variability of pension contributions and fund levels for a defined benefit pension scheme。Insurance: Mathematics and Economics，14(3)，219-240。   | | 2. | Chang, S. C.(1999)。Optimal Pension Funding Through Dynamic Simulations: The Case of Taiwan Public Employees Retirement System。Insurance: Mathematics and Economics，24(3)，187-199。 | | 3. | Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics，15(2/3)，151-162。 | | 4. | Cairns, A. J. G.、Parker, G.(1997)。Stochastic Pension Fund Modelling。Insurance: Mathematics and Economics，21，43-79。 | | 5. | Haberman, Steven(1997)。Stochastic Investment Returns and Contribution Rate Risk in a Defined Benefit Pension Scheme。Insurance: Mathematics and Economics，19，7-139。 | | 6. | Blake, D.(1998)。Pension Schemes As Options on Pension Fund Assets: Implications for Pension Fund Management。Insurance: Mathematics and Economics，23，263-286。 | | 7. | Bowers, N. L.、Gerber, H. U.、Hickman, J. C.、Jones, D. A.、Nesbitt, C. J.(1982)。Notes On the Dynamics of Pension Funding。Insurance: Mathematics and Economics，1，261-270。 | | 8. | Dufresne, D.(1988)。Moments of Pension Contributions and Fund Levels when Rates of Return are Random。Journal of the Institute of Actuaries，115，535-544。 | | 9. | Dufresne, D.(1989)。Stability of Pension Systems when Rates of Return are Random。Insurance: Mathematics and Economics，8，71-76。 | | 10. | Haberman, S.(1992)。Pension Funding with Time Delays: a Stochastic Approach。Insurance: Mathematics and Economics，11，179-189。 | | 11. | Haberman, S.(1993)。Pension Funding with Time Delays and Autoregressive Rates of Investment Return。Insurance: Mathematics and Economics，13，45-56。 | | 12. | Haberman, S.、Wong, L. Y.(1997)。Moving Average Rates of Return and the Variability of Pension Contributions and Fund Levels for A Defined Benefit Pension Scheme。Insurance: Mathematics and Economics，20，115-135。 | | 13. | O'Brien, Thomas(1986)。A Stochastic-dynamic Approach to Pension Funding。Insurance: Mathematics and Economics，5(2)，141-146。 | | 14. | O'Brien, Thomas(1987)。A Two-parameter Family of Pension Contribution Functions and Stochastic Optimization。Insurance: Mathematics and Economics，6(2)，129-134。 | | 15. | Owadally, M. I.、Haberman, S.(1999)。Pension Fund Dynamics and Gains/ Losses Due to Random Rates of Investment Return。North American Actuarial Journal，3(3)，105-117。 | | 16. | Runggaldier, Wolfgang J.(1998)。Concept and Methods for Discrete and Continuous Time Control under Uncertainty。Insurance: Mathematics and Economics，22(1)，25-39。 | | 17. | Schäl, Manfred(1998)。On Piecewise Deterministic Markov Control Processes: Control of Jumps and of Risk Processes in Insurance。Insurance: Mathematics and Economics，22(1)，75-91。 | 會議論文| 1. | Boulier, J. F.、Trussant, E.、Florens, D.(1995)。A Dynamic Model for Pension Funds Management。沒有紀錄。361-384。 | | 2. | Boulier, J. F.、Trussant, E.、Florens, D.(1996)。Optimizing Investment and Contribution Policies of a Defined Benefit Pension Fund。沒有紀錄。593-607。 | | 3. | Cairns, A. J. G.(1995)。Pension Funding in a Stochastic Environment: The Role of Objectives in Selecting an Asset-allocation Strategy。沒有紀錄。429-453。 | | 4. | Cairns, A. J. G.(1996)。Continuous-time Stochastic Pension Funding Modeling。沒有紀錄。609-624。 | 圖書| 1. | Merton, R. C.(1990)。Continuous Time Finance, Basil Blackwell。Continuous Time Finance, Basil Blackwell。Cambridge, MA。 | | 2. | Felming, Wendell H.、Rishel, Raymond W.(1975)。Deterministic and Stochastic Optimal Control。New York, NY：Springer-Verlag。 | | 3. | Daykin, C. D.、Pentikainen, T.、Pesonen, M.(1994)。Practical Risk Theory for Actuaries。Practical Risk Theory for Actuaries。London, UK。 | |