Stress testing pension funds—researchers present technique based on hidden Markov regime switching model

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'We wanted to investigate how second pillar pension funds react to financial crises and how to protect them from the crises,' says Kaunas University of Technology (KTU) professor Dr. Audrius Kabašinskas, who, together with his team, discovered a way to achieve this goal.

Stress testing pension funds—researchers present technique based on hidden Markov regime switching model retrieved 26 June 2024 from https://phys.org/news/2024-06-stress-pension-funds-technique-based.html

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