查詢結果分析
來源資料
相關文獻
- Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming
- Optimal Portfolio Decisions in Pension Fund Management
- Combined Grey Relational Analysis/Differential Dynamic Programming for Short-Term Hydro Generation Scheduling
- 灰色模糊動態規劃於水庫即時操作之應用
- 動態化寬頻網際網路訊務設計方法之探討
- 非水平地表面擬似譜法逆時移位技術研究「重合前」
- 震測資料擬似譜法重合前逆時移位技術研究
- 震測資料擬似譜法重合前逆時移位技術研究
- An Improved Computational Scheme for Solving Dynamic Optimization Problems with Iterative Dynamic Programming
- 應用乏晰動態規劃法於饋電線電容器組調度
頁籤選單縮合
題 名 | Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming=應用隨機模擬與動態規劃決定最適退休金提撥 |
---|---|
作 者 | 張士傑; | 書刊名 | 亞太管理評論 |
卷 期 | 4:1 1999.03[民88.03] |
頁 次 | 頁1-12 |
分類號 | 573.43 |
關鍵詞 | 退休基金評價; 隨機控制; 動態規劃; Pension valuation; Stochastic control; Dynamic programming; |
語 文 | 英文(English) |
中文摘要 | 本文所建立之退休基金隨機模擬系統乃結合動態最適化理論,用以決定固定給付 退休計畫的最適基金提撥策略。結果顯示利用此種方法,較傳統確定性的退休基金評價方法 提供決策者更靈活的運用方式與財務資訊。於本研究中,隨機控制系統用於描述最適化評價 機能,基於隨機模擬的人力結構及所給定的限制條件下,運用動態規劃的方法求得最適提撥 策略,並以臺灣公務人員退休撫卹計畫為實例進行分析。文中將仔細說明模型建構的過程及 討論所得的結果。 |
英文摘要 | A simulation-based mechanism combining dynamic optimization is constructed to decide the optimal funding policy of the defined-benefit pension scheme. The results show a significant advantage and flexibility of this approach in projecting the optimal financial status over the traditional deterministic pension valuation. In this study, the valuation mechanism is formulated as a stochastic control system and the optimal funding strategies are calculated through dynamic programming under the simulated workforce ans specified constraints. Taiwan public employees retirement system is studied for illustration. This article outlines the procedure of constructing the proposed mechanism and comments on the empirical findings. |
本系統中英文摘要資訊取自各篇刊載內容。