094015 (M40) A short note on Arma (1,1) investment rates of return and pension funding : Wong C.F.W., Haberman S., Actuarial Research Paper No97, Department of Actuarial Science and Statistics, City University, UK, 1997

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 85 KB
• Volume: 21
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/s0167-6687(97)80404-0

✦ Synopsis

principle, the mean value principle, and many other ones. Actuarial results concern the uniqueness of premiums, equality and comparison of premiums, properties of homogeneity, translation invariance, iterativity and their characterisations, as well as the properties of stop-loss order preservation and wealth independence.