1. Repositório do Iscte – Instituto Universitário de Lisboa

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Resultados 1-10 de 11.
Registos:
DataTítuloAutor(es)TipoAcesso
2021Diffusion and Brownian motion processes in modeling the costs of supporting non-autonomous pension fundsFerreira, M. A. M.; Filipe, J.Parte de LivroAcesso Aberto
2017Searching for answers to the maintenance problem of insufficiently financed, financially dependent pension funds through stochastic diffusion processesFerreira, M. A. M.Parte de LivroAcesso Aberto
2021Addressing reserves and pension funds through gambler’s ruin and generalized Brownian motion processFerreira, M. A. M.; Filipe, J.Parte de LivroAcesso Aberto
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.Parte de LivroAcesso Aberto
2020Convex programming based on Hahn Banach theoremFerreira, M. A. M.Parte de LivroAcesso Aberto
2020Implementing and solving games with best payoff methodFerreira, M. A. M.; Matos, M. C.Parte de LivroAcesso Aberto
2020Some considerations on orthogonality, strict separation theorems and applications in Hilbert spacesFerreira, M. A. M.Parte de LivroAcesso Aberto
2021Computing customers sojourn times in Jackson networks distribution functions and momentsFerreira, M. A. M.Parte de LivroAcesso Aberto
2022Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainabilityFerreira, M. A. M.; Filipe, J.Parte de LivroAcesso Aberto
2022Study about Riccati equation in an infinite servers queue system with poisson arrivals occupation studyFerreira, M. A. M.Parte de LivroAcesso Aberto

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