Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/27720
Autoria: | Ferreira, M. A. M. Filipe, J. |
Editor: | Xingting Wang |
Data: | 2022 |
Título próprio: | Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability |
Volume: | 3 |
Título e volume do livro: | Research highlights in mathematics and computer science |
Referência bibliográfica: | Ferreira, M. A. M., & Filipe, J. (2022). Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability. EM Research highlights in mathematics and computer science. Vol.3. B P International. 10.9734/bpi/rhmcs/v3/4029B |
ISBN: | 978-81-959996-1-3 |
DOI (Digital Object Identifier): | 10.9734/bpi/rhmcs/v3/4029B |
Palavras-chave: | Gambler’s ruin Random walks Brownian motions Reserves Pension’s fund |
Resumo: | We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, models of reserves evolution. Random walks also allow the construction of significant complex systems and are also used as an instrument of analysis, being used in the sense of giving a theoretical characteristic to other types of systems. Our goal is primarily to study reserves to see how to ensure that pension funds are sustainable. This classic approach to the study of pension funds makes possible to draw interesting conclusions about the problem of reserves. |
Arbitragem científica: | yes |
Acesso: | Acesso Aberto |
Aparece nas coleções: | ISTAR-CLI - Capítulos de livros internacionais |
Ficheiros deste registo:
Ficheiro | Tamanho | Formato | |
---|---|---|---|
bookPart_91974.pdf | 607,4 kB | Adobe PDF | Ver/Abrir |
Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.