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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. (2022). Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach. arXiv:2203.09548. 1-15
Exportar Referência (IEEE) 
M. A. Ferreira,  "Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach", in arXiv:2203.09548, Ithaca, New York, pp. 1-15, 2022
Exportar BibTeX 
@unpublished{ferreira2022_1735228598871,
	author = "Ferreira, M. A. M.",
	title = "Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach",
	year = "2022",
	url = "https://arxiv.org/abs/2203.09548"
}
Exportar RIS 
TY  - EJOUR
TI  - Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach
T2  - arXiv:2203.09548
AU  - Ferreira, M. A. M.
PY  - 2022
SP  - 1-15
DO  - 10.48550/arXiv.2203.09548
CY  - Ithaca, New York
UR  - https://arxiv.org/abs/2203.09548
AB  - The generic case of pensions fund that it is not sufficiently auto financed and it is thoroughly maintained with an external financing effort is considered in this chapter. To represent the unrestricted reserves value process of this kind of funds, a time homogeneous diffusion stochastic process with finite expected time to ruin is proposed. Then it is projected a financial tool that regenerates the diffusion at some level with positive value every time the diffusion hits a barrier placed at the origin. So, the financing effort can be modeled as a renewal-reward process if the regeneration level is preserved constant. The perpetual maintenance cost expected values and the finite time maintenance cost evaluations are studied. An application of this approach when the unrestricted reserves value process behaves as a generalized Brownian motion process is presented.
ER  -