Costs study through a diffusion process of pensions funds held with an outside financing effort
Pensions funds not auto financed and systematically maintained with an outside financing effort are considered in this work. Representing the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion process with finite expected time till the ruin is proposed. It is als...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | article |
| Language: | eng |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10071/5688 |
| Country: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/5688 |