Title of article
BROWNIAN MOTION IN THE REPRESENTATION OF RESERVES
Author/Authors
Manuel Alberto M. Ferreira، نويسنده , , Marina Andrade، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2011
Pages
4
From page
20
To page
23
Abstract
A model, based on the Brownian Motion, to represent reserves is presented in this work. It is used to estimate the ruin probability of a fund. This kind of models is considered often in the study of pensions funds.
Keywords
Brownian motion , funds , ruin
Journal title
Journal of Mathematics and Technology
Serial Year
2011
Journal title
Journal of Mathematics and Technology
Record number
683994
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