Random Walks in the Representation of Reserves

Manuel Alberto M. Ferreira, Marina Andrade, José António Filipe and Manuel Pacheco Coelho

International Journal of Finance, Insurance and Risk Management, 2011, vol. 1, issue 4, 171

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.

Keywords: Random walk; pensions funds; ruin. (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:ers:ijfirm:v:1:y:2011:i:4:p:171

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