Stability of pension systems when gains/losses are amortized and rates of return are autoregressive

Gerrard, R., Haberman, S. . Insurance: Mathematics & Economics 1996. 18 :59-71

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Bibtex

@article{CIS-133115,
  Author = {Gerrard, R. and Haberman, S.},
  Title = {Stability of pension systems when gains/losses are amortized and rates of return are autoregressive},
  Journal = {Insurance: Mathematics & Economics},
  Volume = {18},
  Year = {1996},
  Pages = {59--71},
  Keywords = {Autoregressive process, Nonlinear time series}
}

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