Searching for answers to the maintenance problem of insufficiently financed, financially dependent pension funds through stochastic diffusion processes

The generic case of pensions fund that it is not sufficiently auto financed and it is thoroughly maintained with an external financing effort is considered in this chapter. To represent the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion stochastic process wit...

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Bibliographic Details
Main Author: Ferreira, M. A. M. (author)
Format: article
Language:eng
Published: 2017
Subjects:
Online Access:http://hdl.handle.net/10071/14571
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/14571