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Export Reference (APA)
Ferreira, M. A. M. & Filipe, J. (2022). Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability. In Xingting Wang (Ed.), Research highlights in mathematics and computer science. Hooghly: B P International.
Export Reference (IEEE)
M. A. Ferreira and J. A. Filipe,  "Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability", in Research highlights in mathematics and computer science, Xingting Wang, Ed., Hooghly, B P International, 2022, vol. 3
Export BibTeX
@incollection{ferreira2022_1716195272941,
	author = "Ferreira, M. A. M. and Filipe, J.",
	title = "Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability",
	chapter = "",
	booktitle = "Research highlights in mathematics and computer science",
	year = "2022",
	volume = "3",
	series = "",
	edition = "",
	publisher = "B P International",
	address = "Hooghly",
	url = "https://www.bookpi.org/bookstore/product/research-highlights-in-mathematics-and-computer-science-vol-3/"
}
Export RIS
TY  - CHAP
TI  - Gambler’s ruin random walks and Brownian motions in reserves modelling: Application to pensions funds sustainability
T2  - Research highlights in mathematics and computer science
VL  - 3
AU  - Ferreira, M. A. M.
AU  - Filipe, J.
PY  - 2022
DO  - 10.9734/bpi/rhmcs/v3/4029B
CY  - Hooghly
UR  - https://www.bookpi.org/bookstore/product/research-highlights-in-mathematics-and-computer-science-vol-3/
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  -