Costs study through a diffusion process of pensions funds held with an outside financing effort

DOI10.12988/IMF.2013.36113MaRDI QIDQ5402084zbMATH OpenOpenAlexFDO

Authors Manuel Alberto M. Ferreira, José António Filipe

Publication date 12 March 2014

Published in International Mathematical Forum (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10071/5688

zbMATH Keywords

first passage timesdiffusion processrenewal equationpensions fund

Mathematics Subject Classification ID

Diffusion processes (60J60) Portfolio theory (91G10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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