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題名:臺灣退休基金最適提撥與資產配置之研究
書刊名:證券市場發展季刊
作者:繆震宇 引用關係
作者(外文):Miao, Jerry C. Y.
出版日期:2001
卷期:13:3=51
頁次:頁101-130
主題關鍵詞:退休基金動態規劃跨期穩定最適提撥資產配置Pension fundDynamic programmingIntertemporal stabilityOptimal contributionAsset allocation
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(10) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:3
  • 共同引用共同引用:25
  • 點閱點閱:28
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。  new window
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。  new window
3.Chang, S. C.(2000)。Realistic pension funding: A stochastic approach。Journal of Actuarial Practice,8,5-42。  new window
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。new window  延伸查詢new window
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。  new window
6.Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics,15(2/3),151-162。  new window
7.Shapiro, A. F.(198503)。Contributions to the Evolution of Pension Cost Analysis。The Journal of Risk and Insurance,52,81-99。  new window
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。new window  延伸查詢new window
9.Cairns, A. J. G.、Parker, G.(1997)。Stochastic Pension Fund Modelling。Insurance: Mathematics and Economics,21,43-79。  new window
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。  new window
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。  new window
12.Dufresne, D.(1989)。Stability of Pension Systems when Rates of Return are Random。Insurance: Mathematics and Economics,8,71-76。  new window
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。  new window
14.Runggaldier, Wolfgang J.(1998)。Concept and Methods for Discrete and Continuous Time Control under Uncertainty。Insurance: Mathematics and Economics,22(1),25-39。  new window
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。  new window
16.Benveniste, L.、Scheinkman, J.(1979)。On the Differentiability of the Value Function in Dynamic Models of Economics。Econometrica,47,727-732。  new window
17.Harberman, S.(1982)。Pension Funding with Time Delays: A Stochastic Approach。Insurance, Mathematics and Economics,11,179-189。  new window
18.Harberman, S.(1993)。Pension Funding with Time Delays and Autoregressive Rates of Investment Return。Insurance, Mathematics and Economics,13,45-56。  new window
19.O'Brian, T.(1986)。A Stochastic-Dynamic Approach to Pension Funding。Insurance, Mathematics and Economics,5,141-146。  new window
 
 
 
 
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