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Detail of publication
Citation
: Pension fund model design and state estimation . Proceedings of the 16th IFAC World Congress, vol. 1, p. 140-145, Elsevier , Oxford, 2006.
Abstract
A design of the mathematical model of the contribution-defined pension fund is treated. The design respects the specific character and economical rules of supplementary pension system in the Czech Republic. The state of the new mathematical model is partly immeasurable. The immeasurable part of the state is estimated by the extended Kalman filter. The mathematical model and the designed estimator are illustrated with real data from a pension fund.
Detail of publication
| Title: | Pension fund model design and state estimation |
|---|---|
| Author: | Šimandl, M. ; Lešek, M. ; Straka, O. |
| Language: | English |
| Date of publication: | 3 Jul 2005 |
| Year: | 2006 |
| Type of publication: | Book Chapters |
| Title of journal or book: | Proceedings of the 16th IFAC World Congress |
| Číslo vydání: | 1 |
| Page: | 140 - 145 |
| ISBN: | 0-08-045108-X |
| Publisher: | Elsevier |
| Address: | Oxford |
| Date: | 3 Jul 2005 - 8 Jul 2005 |
Keywords
pension funds, mathematical model, state estimation, extended Kalman Filter, stochastic system
BibTeX
@INBOOK{SimandlM_2006_Pensionfundmodel,
author = {\v{S}imandl, M. and Le\v{s}ek, M. and Straka, O.},
title = {Pension fund model design and state estimation},
year = {2006},
publisher = {Elsevier },
journal = {Proceedings of the 16th IFAC World Congress},
address = {Oxford},
volume = {1},
pages = {140-145},
ISBN = {0-08-045108-X},
url = {http://www.kky.zcu.cz/en/publications/SimandlM_2006_Pensionfundmodel},
}