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Displaying 1 - 2 of 2
Multivariate stochastic analysis of a combination hybrid pension plan
Author: Lin, Luyao
Date created: 2008
Understanding risks in a hybrid pension plan with stochastic rates of return
Author: Wen, Tingting
Date created: 2014-03-03

Date created

Resource type

  • Graduating extended essay / Research project (1)
  • Thesis (1)

Collection

  • Statistics and Actuarial Science Theses (2)

Scholarly level

  • Graduate student (Masters) (2)

Author

  • Lin, Luyao (1)
  • Wen, Tingting (1)

Thesis Advisor

Peer reviewed?

No options apply.

Keywords

  • (-) Hybrid Pension Plan (2)
  • AR(1) process (1)
  • Actuarial Analysis -- methods (1)
  • Economic Capital. (1)
  • Finance -- Mathematical models (1)
  • Gaussian Process (1)
  • Gaussian Process (1)
  • Insurance -- Mathematical models (1)
  • Investment Risk (1)
  • Limiting Portfolio (1)
  • MA(1) Process (1)
  • Multivariate Time Series Analysis (1)
  • Pensions -- Mathematical models. (1)
  • Risk Sharing (1)
  • Stochastic processes (1)
  • simulation (1)

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