Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/16393
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Ferreira, M. A. M. | - |
dc.date.accessioned | 2018-07-16T12:02:59Z | - |
dc.date.available | 2018-07-16T12:02:59Z | - |
dc.date.issued | 2018 | - |
dc.identifier.isbn | 978-80-227-4765-3 | - |
dc.identifier.uri | https://ciencia.iscte-iul.pt/id/ci-pub-46508 | - |
dc.identifier.uri | http://hdl.handle.net/10071/16393 | - |
dc.description.abstract | 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 proposed. Then it is projected a financial tool that regenerates the diffusion at some level with positive value. So, the financing effort may be modeled as a renewal-reward process. The relevant costs are studied when the unrestricted reserves value process behaves as a generalized Brownian motion process. | por |
dc.language.iso | eng | por |
dc.publisher | Slovak University of Technology | por |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147442/PT | por |
dc.rights | openAccess | por |
dc.subject | Diffusion process | por |
dc.subject | First passage time | por |
dc.subject | Pensions fund | por |
dc.subject | Perpetuity | por |
dc.subject | Renewal equation | por |
dc.title | Financially dependent pensions funds maintenance approach through Brownian motion processes | por |
dc.type | conferenceObject | por |
dc.pagination | 348-355 | en_US |
dc.peerreviewed | yes | por |
dc.journal | 17th Conference on Applied Mathematics, APLIMAT 2018 | en_US |
degois.publication.firstPage | 348 | por |
degois.publication.lastPage | 355 | por |
degois.publication.location | Bratislava | por |
degois.publication.title | 17th Conference on Applied Mathematics, APLIMAT 2018 | por |
dc.date.updated | 2018-07-16T12:02:29Z | - |
dc.description.version | info:eu-repo/semantics/publishedVersion | - |
Aparece nas coleções: | BRU-CRI - Comunicações a conferências internacionais |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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0348_Ferreira.pdf | 1,01 MB | Adobe PDF | Ver/Abrir |
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