Publicação

Random walks in the representation of reserves

Ver documento

Detalhes bibliográficos
Resumo: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.
Autores principais:Ferreira, Manuel Alberto M.
Outros Autores:Andrade, Marina; Filipe, José António; Coelho, Manuel Pacheco
Assunto:Random walk Pensions funds Ruínas -- Ruins
Ano:2011
País:Portugal
Tipo de documento:artigo
Tipo de acesso:acesso aberto
Instituição associada:ISCTE
Idioma:inglês
Origem:Repositório ISCTE
Descrição
Resumo: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.