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http://hdl.handle.net/10071/5583
acessibilidade
Title: Reserves Represented by Random Walks
Authors: Filipe, José António
Ferreira, Manuel Alberto M.
Andrade, Marina
Issue Date: Nov-2012
Publisher: IOP Publishing
Abstract: The reserves problem is studied through models based on Random Walks. Random walks are a classical particular case in the analysis of stochastic processes. They do not appear only to study reserves evolution models. They are also used to build more complex systems and as analysis instruments, in a theoretical feature, of other kind of systems. In this work by studying the reserves, the main objective is to see and guarantee that pensions funds get sustainable. Being the use of these models considering this goal a classical approach in the study of pensions funds, this work concluded about the problematic of reserves. A concrete example is presented.
Description: WOS:000312545800034 (Nº de Acesso Web of Science)
Peer reviewed: Sim
URI: http://hdl.handle.net/10071/5583
ISSN: 1742-6588
Publisher version: The definitive version is available at IOPscience: http://dx.doi.org/10.1088/1742-6596/394/1/012034
Appears in Collections:DM-RI - Artigos em revistas científicas internacionais

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