  The generic case of pensions fund that it is not sufficiently auto financed
and it is thoroughly maintained with an external financing effort is considered
in this chapter. To represent the unrestricted reserves value process of this
kind of funds, a time homogeneous diffusion stochastic process with finite
expected time to ruin is proposed. Then it is projected a financial tool that
regenerates the diffusion at some level with positive value every time the
diffusion hits a barrier placed at the origin. So, the financing effort can be
modeled as a renewal-reward process if the regeneration level is preserved
constant. The perpetual maintenance cost expected values and the finite time
maintenance cost evaluations are studied. An application of this approach when
the unrestricted reserves value process behaves as a generalized Brownian
motion process is presented.
