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Author(s): Filipe, José António
Ferreira, Manuel Alberto M.
Andrade, Marina
Date: Nov-2012
Title: Representation of reserves through a Brownian motion model
Volume: 394
Number: 1
Pages: 012036
Reference: Filipe, J., Ferreira, M. A. M., & Andrade, M. (2012). Representation of reserves through a Brownian motion model. Journal of Physics: Conference Series, 394(1), 012036.
ISSN: 1742-6588
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.
Peerreviewed: Sim
Access type: Open Access
Appears in Collections:DM-RI - Artigos em revistas científicas internacionais com arbitragem científica

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