Financially dependent pensions funds maintenance approach through Brownian motion processes
The situation of some pensions funds that are not appropriately auto financed and are thoroughly maintained with an outside financing effort is considered in this paper. To represent the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion stochastic process is pro...
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| Formato: | conferenceObject |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | https://ciencia.iscte-iul.pt/id/ci-pub-46508 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/16393 |