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題名:退撫基金極小化成本之決策模型
書刊名:風險管理學報
作者:繆震宇 引用關係
作者(外文):Miao, Jerry C. Y.
出版日期:2007
卷期:9:1
頁次:頁57-77
主題關鍵詞:退休金成本提撥資產配置退撫基金Pension costContributionAssets allocationCSPF
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(0) 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:0
  • 共同引用共同引用:28
  • 點閱點閱:41
期刊論文
1.繆震宇(20051000)。指數型風險下我國公務人員退撫基金動態資產配置之研究。證券市場發展,17(3)=67,1-29。new window  延伸查詢new window
2.Josa-Fombellida, Ricardo、Rincón-Zapatero, Juan Pablo(2006)。Optimal Investment Decisions with a Liability: The Case of Defined Benefit Pension Plans。Insurance Mathematics and Economics,39,81-98。  new window
3.Vigna, E.、Haberman, S.(2001)。Optimal investment strategies for defined contribution pension schemes。Insurance: Mathematics and Economics,28,233-262。  new window
4.繆震宇、邱顯比(20021200)。固定提撥費率下退休基金動態資產配置之探討。臺灣管理學刊,2(2),77-97。new window  延伸查詢new window
5.Tzeng, L. Y.、Wang, J. L.、Soo, J. H.(2000)。Surplus Management under a Stochastic Process。Journal of Risk and Insurance,67(3),451-462。  new window
6.黃介良、李翎竹、陳秋蓉(20040100)。投資收益保證制度之探討--以退撫基金為例。證券市場發展,15(4)=60,37-68。new window  延伸查詢new window
7.繆震宇(20011000)。臺灣退休基金最適提撥與資產配置之研究。證券市場發展,13(3)=51,101-130。new window  延伸查詢new window
8.Chang, S. C.、Tzeng, L. Y.、Miao, J. C. Y.(2003)。Optimal Pension Funding Incorporating Downside Risks。Insurance: Mathematics and Economics,32(2),217-228。  new window
9.Josa-Fombellida, R.、Rincon-Zapatero, J. P.(2001)。Minimization of Risks in Pension Funding by Means of Contributions and Portfolio Selection。Insurance: Mathematics and Economics,29,35-45。  new window
10.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
11.繆震宇(20030200)。確定給付制退休基金的最適資產配置。管理學報,20(1),177-199。new window  延伸查詢new window
12.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
13.Haberman, Steven、Sung, Joo-Ho(1994)。Dynamic Approaches to Pension Funding。Insurance: Mathematics and Economics,15(2/3),151-162。  new window
14.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
15.張士傑、Cheng, Hsin-Yi(2002)。Pension Valuation Under Uncertainties: Implementation of a Stochastic and Dynamic Monitoring System。The Journal of Risk and Insurance,69(2),171-192。  new window
會議論文
1.邱顯比、繆震宇(1996)。我國退休基金委託經營方式之研究。八十五年度退撫基金專題研討會,1-17。  延伸查詢new window
 
 
 
 
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