Scientific journal paper
Random walks in the representation of reserves
Manuel Ferreira (Ferreira, M. A. M.); Andrade, M. A. P. (Andrade, M.); José Filipe (Filipe, J. A.); Manuel Pacheco Coelho (Coelho, M. P.);
Journal Title
International Journal of Latest Trends in Finance and Economics Sciences
Year (definitive publication)
2011
Language
English
Country
United Kingdom
More Information
Web of Science®

This publication is not indexed in Web of Science®

Scopus

This publication is not indexed in Scopus

Google Scholar

Times Cited: 4

(Last checked: 2025-12-18 19:05)

View record in Google Scholar

This publication is not indexed in Overton

Abstract
Models based on Random Walks are presented in this work, to represent reserves. Their main objective is to study and guarantee the sustainability of pensions funds. The use of these models with this goal is a classical approach in the study of pensions funds.
Acknowledgements
--
Keywords
Random walk; Pensions funds; Ruin