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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. (2018). Financially dependent pensions funds maintenance approach through Brownian motion processes. In Dagmar Szarková, Daniela Richtáriková, Peter Letavaj, Jana Gabková (Ed.), 17th Conference on Applied Mathematics, APLIMAT 2018. (pp. 348-355). Bratislava: Slovak University of Technology.
Exportar Referência (IEEE)
M. A. Ferreira,  "Financially dependent pensions funds maintenance approach through Brownian motion processes", in 17th Conf. on Applied Mathematics, APLIMAT 2018, Dagmar Szarková, Daniela Richtáriková, Peter Letavaj, Jana Gabková, Ed., Bratislava, Slovak University of Technology, 2018, pp. 348-355
Exportar BibTeX
@inproceedings{ferreira2018_1714572401870,
	author = "Ferreira, M. A. M.",
	title = "Financially dependent pensions funds maintenance approach through Brownian motion processes",
	booktitle = "17th Conference on Applied Mathematics, APLIMAT 2018",
	year = "2018",
	editor = "Dagmar Szarková, Daniela Richtáriková, Peter Letavaj, Jana Gabková",
	volume = "",
	number = "",
	series = "",
	pages = "348-355",
	publisher = "Slovak University of Technology",
	address = "Bratislava",
	organization = "Slovak University of Technology"
}
Exportar RIS
TY  - CPAPER
TI  - Financially dependent pensions funds maintenance approach through Brownian motion processes
T2  - 17th Conference on Applied Mathematics, APLIMAT 2018
AU  - Ferreira, M. A. M.
PY  - 2018
SP  - 348-355
CY  - Bratislava
AB  - The situation of some pensions funds that are not appropriately auto financed and are thoroughly maintained with an outside financing effort is considered in this paper. To represent the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion stochastic process is proposed. Then it is projected a financial tool that regenerates the diffusion at some level with positive value. So, the financing effort may be modeled as a renewal-reward process. The relevant costs are studied when the unrestricted reserves value process behaves as a generalized Brownian motion process.
ER  -