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|Title:||Representation of Reserves Through a Brownian Motion Model|
|Authors:||Filipe, José António|
Ferreira, Manuel Alberto M.
|Abstract:||The reserves problem is studied through models based on Random Walks. Random walks are a classical particular case in the analysis of stochastic processes. They do not appear only to study reserves evolution models. They are also used to build more complex systems and as analysis instruments, in a theoretical feature, of other kind of systems. In this work by studying the reserves, the main objective is to see and guarantee that pensions funds get sustainable. Being the use of these models considering this goal a classical approach in the study of pensions funds, this work concluded about the problematic of reserves. A concrete example is presented.|
|Description:||WOS:000312545800036 (Nº de Acesso Web of Science)|
|Publisher version:||The definitive version is available at IOPscience: http://dx.doi.org/10.1088/1742-6596/394/1/012036|
|Appears in Collections:||DM-RI - Artigos em revistas científicas internacionais|
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|Ferreira 2012 IOPScience Journal of Physics 394(2012)012036.pdf||1.17 MB||Adobe PDF||View/Open|
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