Random Walks in the Representation of Reserves

Models based on Random Walks are presented in this work, to represent reserves. Their main objective is to study and guarantee the sustainability of pensions funds. The use of these models with this goal is a classical approach in the study of pensions funds.

Bibliographic Details
Main Author: Ferreira, Manuel Alberto M. (author)
Other Authors: Andrade, Marina (author), Filipe, José António (author), Coelho, Manuel Pacheco (author)
Format: article
Language:eng
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10071/5610
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/5610