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http://hdl.handle.net/10071/5585
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Campo DC | Valor | Idioma |
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dc.contributor.author | Filipe, José António | - |
dc.contributor.author | Ferreira, Manuel Alberto M. | - |
dc.contributor.author | Andrade, Marina | - |
dc.date.accessioned | 2013-09-18T13:51:37Z | - |
dc.date.available | 2013-09-18T13:51:37Z | - |
dc.date.issued | 2012-11 | - |
dc.identifier.citation | 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. http://dx.doi.org/10.1088/1742-6596/394/1/012036 | - |
dc.identifier.issn | 1742-6588 | por |
dc.identifier.uri | http://hdl.handle.net/10071/5585 | - |
dc.description | WOS:000312545800036 (Nº de Acesso Web of Science) | - |
dc.description.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. | por |
dc.language.iso | eng | por |
dc.publisher | IOP Publishing | por |
dc.rights | openAccess | por |
dc.title | Representation of reserves through a Brownian motion model | por |
dc.type | article | por |
dc.pagination | 012036 | por |
dc.publicationstatus | Publicado | por |
dc.peerreviewed | Sim | por |
dc.relation.publisherversion | The definitive version is available at IOPscience: http://dx.doi.org/10.1088/1742-6596/394/1/012036 | por |
dc.journal | Journal of Physics: Conference Series | por |
dc.distribution | Internacional | por |
dc.volume | 394 | por |
dc.number | 1 | por |
dc.subject.fos | Domínio/Área Científica::Ciências Sociais::Economia e Gestão | - |
Aparece nas coleções: | DM-RI - Artigos em revistas científicas internacionais com arbitragem científica |
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article_hdl5585.pdf | 1,17 MB | Adobe PDF | Ver/Abrir |
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