期刊論文1. | O'Brian, T.(1987)。A Two-Parameter Family of Pension Contribution Functions and Stochastic Optimization。Insurance, Mathematics and Economics,6,129-134。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Chang, S. C.(2000)。Realistic pension funding: A stochastic approach。Journal of Actuarial Practice,8,5-42。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 黃介良(19980000)。臺灣退休基金資產配置之研究。證券市場發展,10(3)=39,135-164。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics,15(2/3),151-162。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Shapiro, A. F.(198503)。Contributions to the Evolution of Pension Cost Analysis。The Journal of Risk and Insurance,52,81-99。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | 邱顯比(19970400)。臺灣退休基金資產分配之試評。證券市場發展,9(2)=34,29-57。 延伸查詢![new window](/gs32/images/newin.png) |
9. | Cairns, A. J. G.、Parker, G.(1997)。Stochastic Pension Fund Modelling。Insurance: Mathematics and Economics,21,43-79。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Dufresne, D.(1989)。Stability of Pension Systems when Rates of Return are Random。Insurance: Mathematics and Economics,8,71-76。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Runggaldier, Wolfgang J.(1998)。Concept and Methods for Discrete and Continuous Time Control under Uncertainty。Insurance: Mathematics and Economics,22(1),25-39。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Benveniste, L.、Scheinkman, J.(1979)。On the Differentiability of the Value Function in Dynamic Models of Economics。Econometrica,47,727-732。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Harberman, S.(1982)。Pension Funding with Time Delays: A Stochastic Approach。Insurance, Mathematics and Economics,11,179-189。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Harberman, S.(1993)。Pension Funding with Time Delays and Autoregressive Rates of Investment Return。Insurance, Mathematics and Economics,13,45-56。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | O'Brian, T.(1986)。A Stochastic-Dynamic Approach to Pension Funding。Insurance, Mathematics and Economics,5,141-146。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |