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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.
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
@inproceedings{ferreira2018_1732362786647, 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" }
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 -