On the distribution of cash flows using esscher transforms
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|---|---|---|---|
| LDR | 00000nab a2200000 i 4500 | ||
| 001 | MAP20071504238 | ||
| 003 | MAP | ||
| 005 | 20080418124155.0 | ||
| 007 | hzruuu---uuuu | ||
| 008 | 030915e20030901usa|||| | |00010|eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a937.411 | ||
| 245 | 1 | 0 | $aOn the distribution of cash flows using esscher transforms$cD. Vyncke, ...[et al] |
| 520 | 8 | $aIn the present article it is shown how upper and lower bounds in convex order can be obtained when we use these types of models to describe the stochastic accumulation factors gor a given cash flow. | |
| 650 | 1 | 1 | $0MAPA20080549985$aCash-flow |
| 650 | 1 | 1 | $0MAPA20080591953$aMétodos actuariales |
| 650 | 1 | 1 | $0MAPA20080592578$aPolítica de precios |
| 700 | 1 | $0MAPA20080017996$aVyncke, David | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 70, number 3, September 2003 ; p. 563-575 |