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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Ferreira, M. A. M. (2024). Study of Maintenance Costs of Non Autonomous Pension Funds Through a Diffusion Process. EasyChair Preprint no. 12403.
Exportar Referência (IEEE) 
M. A. Ferreira,  "Study of Maintenance Costs of Non Autonomous Pension Funds Through a Diffusion Process", in EasyChair Preprint no. 12403, Manchester, 2024
Exportar BibTeX 
@unpublished{ferreira2024_1732208526553,
	author = "Ferreira, M. A. M.",
	title = "Study of Maintenance Costs of Non Autonomous Pension Funds Through a Diffusion Process",
	year = "2024",
	url = "https://easychair.org/publications/preprint/PNS2"
}
Exportar RIS 
TY  - EJOUR
TI  - Study of Maintenance Costs of Non Autonomous Pension Funds Through a Diffusion Process
T2  - EasyChair Preprint no. 12403
AU  - Ferreira, M. A. M.
PY  - 2024
CY  - Manchester
UR  - https://easychair.org/publications/preprint/PNS2
AB  - The case of certain pensions funds that are not auto financed, and are systematically maintained with an outside financing effort, is considered in this work. As a representation of the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion process with finite expected time to ruin is proposed. Then it is admitted a financial tool that regenerates the diffusion at some level with positive value, every time the diffusion hits a barrier at the origin. So, the financing effort can be modeled as a renewal-reward process if the regeneration level is kept constant. The evaluation of the perpetual maintenance cost expected values and of the finite time maintenance cost are studied. Also, we present an application of this approach when the unrestricted reserves value process behaves as a generalized Brownian motion process.
ER  -