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Introduction: a forum for developing ideas and solutions to pension challenges

BROWN, JEFFREY; HABERMAN, STEVEN; MILEVSKY, MOSHE; … - In: Journal of Pension Economics and Finance 1 (2002) 01, pp. 1-7

Persistent link: https://www.econbiz.de/10005250027

Trend analysis and prediction procedures for time nonhomogeneous claim processes

Berg, Menachem P.; Haberman, Steven - In: Insurance: Mathematics and Economics 14 (1994) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10005374555

Optimal investment strategy for defined contribution pension schemes

Vigna, Elena; Haberman, Steven - In: Insurance: Mathematics and Economics 28 (2001) 2, pp. 233-262

Persistent link: https://www.econbiz.de/10005374562

Pension funding with time delays and autoregressive rates of investment return

Haberman, Steven - In: Insurance: Mathematics and Economics 13 (1993) 1, pp. 45-56

Persistent link: https://www.econbiz.de/10005374582

The combined effect of delay and feedback on the insurance pricing process: a control theory approach

Zimbidis, Alexandros; Haberman, Steven - In: Insurance: Mathematics and Economics 28 (2001) 2, pp. 263-280

Persistent link: https://www.econbiz.de/10005374775

Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary

Haberman, Steven; Sung, Joo-Ho - In: Insurance: Mathematics and Economics 36 (2005) 1, pp. 103-116

Persistent link: https://www.econbiz.de/10005374805

Stochastic investment returns and contribution rate risk in a defined benefit pension scheme

Haberman, Steven - In: Insurance: Mathematics and Economics 19 (1997) 2, pp. 127-139

Persistent link: https://www.econbiz.de/10005374843

Modelling the joint distribution of competing risks survival times using copula functions

Kaishev, Vladimir K.; Dimitrova, Dimitrina S.; … - In: Insurance: Mathematics and Economics 41 (2007) 3, pp. 339-361

The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions, is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear differential equations is solved, which relates the...

Persistent link: https://www.econbiz.de/10005375025

Dynamic approaches to pension funding

Haberman, Steven; Sung, Joo-Ho - In: Insurance: Mathematics and Economics 15 (1994) 2-3, pp. 151-162

Persistent link: https://www.econbiz.de/10005375042

An investigation into parametric models for mortality projections, with applications to immediate annuitants' and life office pensioners' data

Sithole, Terry Z.; Haberman, Steven; Verrall, Richard J. - In: Insurance: Mathematics and Economics 27 (2000) 3, pp. 285-312

Persistent link: https://www.econbiz.de/10005375105