Diffusion and Brownian motion processes in modeling the costs of supporting non-autonomous pension funds

In this chapter, we consider pensions funds not sufficiently auto financed and systematically maintained with an outside financing effort, usually non-autonomous pension’s funds. This financial effort, made by the managing entity, translates as capital injections into the fund. The objective of this...

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Bibliographic Details
Main Author: Ferreira, M. A. M. (author)
Other Authors: Filipe, J. (author)
Format: bookPart
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/10071/26131
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/26131