Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023671019> ?p ?o ?g. }
Showing items 1 to 66 of
66
with 100 items per page.
- W2023671019 endingPage "350" @default.
- W2023671019 startingPage "323" @default.
- W2023671019 abstract "Abstract This paper is concerned with funding systems, i.e. systems which accumulate funds for the future payment of financial obligations. Commonly, such funding requires a balance between (1) the desire to minimise the contributions that need to be diverted from other use to the support of the Fund, and (2) the need to maintain reasonable solvency in the Fund. Such funding is discussed here in a general framework. Applications are numerous. The specific applications mentioned in the paper are: • Defined benefit retirement funding, • Maintenance of a prudential margin by a non-life insurer, • Dividend payment strategy. The paper applies stochastic optimal control theory to determine how rates of contribution to the Fund and allocation of its assets by asset sector should respond to changing solvency. These results are obtainable from a particular differential equation, which may be solved numerically. Detailed numerical examples are provided." @default.
- W2023671019 created "2016-06-24" @default.
- W2023671019 creator A5073481605 @default.
- W2023671019 date "2002-06-01" @default.
- W2023671019 modified "2023-09-30" @default.
- W2023671019 title "Stochastic control of funding systems" @default.
- W2023671019 cites W1494843720 @default.
- W2023671019 cites W1979671149 @default.
- W2023671019 cites W1987742327 @default.
- W2023671019 cites W2019004778 @default.
- W2023671019 cites W2020608809 @default.
- W2023671019 cites W2031027422 @default.
- W2023671019 cites W2036130797 @default.
- W2023671019 cites W2059828372 @default.
- W2023671019 cites W2077454993 @default.
- W2023671019 cites W2100058504 @default.
- W2023671019 cites W2139521833 @default.
- W2023671019 cites W2140843145 @default.
- W2023671019 cites W2166314432 @default.
- W2023671019 cites W2466973644 @default.
- W2023671019 cites W2521552229 @default.
- W2023671019 cites W2799664482 @default.
- W2023671019 cites W3188333286 @default.
- W2023671019 doi "https://doi.org/10.1016/s0167-6687(02)00107-5" @default.
- W2023671019 hasPublicationYear "2002" @default.
- W2023671019 type Work @default.
- W2023671019 sameAs 2023671019 @default.
- W2023671019 citedByCount "15" @default.
- W2023671019 countsByYear W20236710192016 @default.
- W2023671019 countsByYear W20236710192019 @default.
- W2023671019 countsByYear W20236710192020 @default.
- W2023671019 crossrefType "journal-article" @default.
- W2023671019 hasAuthorship W2023671019A5073481605 @default.
- W2023671019 hasConcept C144133560 @default.
- W2023671019 hasConcept C162118730 @default.
- W2023671019 hasConcept C162324750 @default.
- W2023671019 hasConcept C187736073 @default.
- W2023671019 hasConcept C2775924081 @default.
- W2023671019 hasConcept C41008148 @default.
- W2023671019 hasConceptScore W2023671019C144133560 @default.
- W2023671019 hasConceptScore W2023671019C162118730 @default.
- W2023671019 hasConceptScore W2023671019C162324750 @default.
- W2023671019 hasConceptScore W2023671019C187736073 @default.
- W2023671019 hasConceptScore W2023671019C2775924081 @default.
- W2023671019 hasConceptScore W2023671019C41008148 @default.
- W2023671019 hasIssue "3" @default.
- W2023671019 hasLocation W20236710191 @default.
- W2023671019 hasOpenAccess W2023671019 @default.
- W2023671019 hasPrimaryLocation W20236710191 @default.
- W2023671019 hasRelatedWork W1972751638 @default.
- W2023671019 hasRelatedWork W2071401659 @default.
- W2023671019 hasRelatedWork W2177555608 @default.
- W2023671019 hasRelatedWork W2356792664 @default.
- W2023671019 hasRelatedWork W2359141157 @default.
- W2023671019 hasRelatedWork W2364744865 @default.
- W2023671019 hasRelatedWork W2766325360 @default.
- W2023671019 hasRelatedWork W2791773626 @default.
- W2023671019 hasRelatedWork W2899084033 @default.
- W2023671019 hasRelatedWork W4213102182 @default.
- W2023671019 hasVolume "30" @default.
- W2023671019 isParatext "false" @default.
- W2023671019 isRetracted "false" @default.
- W2023671019 magId "2023671019" @default.
- W2023671019 workType "article" @default.