Concepedia

Pension Mathematics

Pension Mathematics is a branch of actuarial science that specifically deals with the mathematical modeling and analysis of pension systems, including the calculation of liabilities, contributions, and benefits under varying demographic, financial, and regulatory assumptions.

12

Publications

741

Citations

20

Authors

16

Institutions

Publications per year

2017–2026

2

Variants

Pension Actuarial Science

Parents

Children

Publications

12

Pensionmetrics 2: stochastic pension plan design during the distribution phase

David Blake, Andrew J. G. Cairns, Kevin Dowd · Insurance Mathematics and Economics · 2003 · 181 citations

, , +15

Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase

David Blake, Andrew J. G. Cairns, Kevin Dowd · Insurance Mathematics and Economics · 2001 · 161 citations

, , +14

Stochastic optimal control of DC pension funds

Jianwei Gao · Insurance Mathematics and Economics · 2008 · 118 citations

, , +14

Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Paolo Battocchio, Francesco Menoncin, Olivier Scaillet · Annals of Operations Research · 2006 · 55 citations

, , +16

Stochastic pension fund modelling

Andrew J. G. Cairns, Gary Parker · Insurance Mathematics and Economics · 1997 · 54 citations

, , +12

1–5 of 12

Authors

20

  1. AJ
    Andrew J. G. Cairns

    Heriot-Watt University, United Kingdom

    3 publications · 396 citations

    3

    h-index

  2. FM
    Francesco Menoncin

    University of Brescia, Italy

    3 publications · 110 citations

    3

    h-index

  3. EV
    Elena Vigna

    Collegio Carlo Alberto, Italy

    2 publications · 55 citations

    2

    h-index

  4. DB
    David Blake

    City, University of London, United Kingdom

    2 publications · 342 citations

    2

    h-index

  5. KD
    Kevin Dowd

    University of Nottingham, United Kingdom

    2 publications · 342 citations

    2

    h-index

1–5 of 20

Institutions

16

  1. Heriot-Watt University

    Edinburgh, United Kingdom

    3 h-index

    3 publications

    396 citations

  2. University of Brescia

    Brescia, Italy

    3 h-index

    3 publications

    110 citations

  3. Birkbeck, University of London

    London, United Kingdom

    2 h-index

    2 publications

    342 citations

  4. University of Nottingham

    Nottingham, United Kingdom

    2 h-index

    2 publications

    342 citations

  5. Universidade da Coruña

    A Coruña, Spain

    1 h-index

    1 publications

    14 citations

  6. North China Electric Power University

    Beijing, China

    1 h-index

    1 publications

    118 citations

  7. University of Verona

    Verona, Italy

    1 h-index

    1 publications

    55 citations

  8. City, University of London

    London, United Kingdom

    1 h-index

    1 publications

    37 citations

1–8 of 16

Venues

  1. Insurance Mathematics and Economics

    8 publications · 635 citations

    8

    h-index

  2. European Actuarial Journal

    1 publications · 14 citations

    1

    h-index

  3. SIAM Journal on Applied Mathematics

    1 publications · 14 citations

    1

    h-index

  4. Annals of Operations Research

    1 publications · 55 citations

    1

    h-index

  5. Journal of Systems Science and Complexity

    JSSC · 1 publications · 23 citations

    1

    h-index

1–5