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Export Reference (APA)
Ferreira, M. A. M. & Filipe, J. (2021). Gambler ruin random walks and brownian motions in reserves modeling, application to pensions funds sustainability. arXiv:2109.10313. 1-12
Export Reference (IEEE)
M. A. Ferreira and J. A. Filipe,  "Gambler ruin random walks and brownian motions in reserves modeling, application to pensions funds sustainability", in arXiv:2109.10313, Ithaca, New York, pp. 1-12, 2021
Export BibTeX
@unpublished{ferreira2021_1716172958762,
	author = "Ferreira, M. A. M. and Filipe, J.",
	title = "Gambler ruin random walks and brownian motions in reserves modeling, application to pensions funds sustainability",
	year = "2021",
	url = "https://arxiv.org/abs/2109.10313"
}
Export RIS
TY  - EJOUR
TI  - Gambler ruin random walks and brownian motions in reserves modeling, application to pensions funds sustainability
T2  - arXiv:2109.10313
AU  - Ferreira, M. A. M.
AU  - Filipe, J.
PY  - 2021
SP  - 1-12
DO  - 10.48550/arXiv.2109.10313
CY  - Ithaca, New York
UR  - https://arxiv.org/abs/2109.10313
AB  - We used the random walk to model the problem of reserves. The classic case of a stochastic process is the example of random walks, which are used to study a set of phenomena and, particularly, as in this article, models of reserves evolution. Random walks also allow the construction of significant complex systems and are also used as an instrument of analysis, being used in the sense of giving a theoretical characteristic to other types of systems. Our goal is primarily to study reserves to see how to ensure that pension funds are sustainable. This classic approach to the study of pension funds makes possible to draw interesting conclusions about the problem of reserves.
ER  -