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http://hdl.handle.net/10071/5610
Title: | Random Walks in the Representation of Reserves |
Authors: | Ferreira, Manuel Alberto M. Andrade, Marina Filipe, José António Coelho, Manuel Pacheco |
Keywords: | Random walk Pensions funds Ruin |
Issue Date: | Dec-2011 |
Publisher: | ExcelingTech Publisher |
Abstract: | Models based on Random Walks are presented in this work, to represent reserves. Their main objective is to study and guarantee the sustainability of pensions funds. The use of these models with this goal is a classical approach in the study of pensions funds. |
Peer reviewed: | Sim |
URI: | http://hdl.handle.net/10071/5610 |
ISSN: | 2047‐0916 |
Publisher version: | The definitive version is available at: http://ojs.excelingtech.co.uk/ |
Appears in Collections: | DM-RI - Artigos em revistas científicas internacionais |
Files in This Item:
File | Description | Size | Format | |
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Ferreira 2011 Int. J Latest Trends Fin. Eco. Sc. 1(4)171.pdf | 672.7 kB | Adobe PDF | View/Open |
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