Non-autonomous pensions funds maintenance costs study through a diffusion process
The case of certain pensions funds that are not auto financed and are systematically maintained with an outside financing effort is considered in this work. As a representation of the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion process with finite expected...
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| Format: | article |
| Language: | eng |
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2017
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| Online Access: | https://ciencia.iscte-iul.pt/id/ci-pub-8467 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/14182 |