1. Repositório do Iscte – Instituto Universitário de Lisboa

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Results 1-10 of 12 (Search time: 0.002 seconds).
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Issue DateTitleAuthor(s)TypeAccess Type
2021Diffusion and Brownian motion processes in modeling the costs of supporting non-autonomous pension fundsFerreira, M. A. M.; Filipe, J.Book ChapterOpen Access
2017Searching for answers to the maintenance problem of insufficiently financed, financially dependent pension funds through stochastic diffusion processesFerreira, M. A. M.Book ChapterOpen Access
2021Addressing reserves and pension funds through gambler’s ruin and generalized Brownian motion processFerreira, M. A. M.; Filipe, J.Book ChapterOpen Access
2020A collection of service time probability distributions parameters study and impact in M|G|∞system busy period and busy cycle time length probability distributionsFerreira, M. A. M.Book ChapterOpen Access
2020Convex programming based on Hahn Banach theoremFerreira, M. A. M.Book ChapterOpen Access
2020Implementing and solving games with best payoff methodFerreira, M. A. M.; Matos, M. C.Book ChapterOpen Access
2020Some considerations on orthogonality, strict separation theorems and applications in Hilbert spacesFerreira, M. A. M.Book ChapterOpen Access
2021Computing customers sojourn times in Jackson networks distribution functions and momentsFerreira, M. A. M.Book ChapterOpen Access
2022Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainabilityFerreira, M. A. M.; Filipe, J.Book ChapterOpen Access
2022Study about Riccati equation in an infinite servers queue system with poisson arrivals occupation studyFerreira, M. A. M.Book ChapterOpen Access

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