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On the distribution of cash flows using esscher transforms
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MAP20071504238
On the distribution of cash flows using esscher transforms / D. Vyncke, ...[et al]
In 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
En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ; p. 563-575
1. Cash-flow ‌. 2. Métodos actuariales ‌. 3. Política de precios ‌. I. Vyncke, David ‌. II. Title. III. Título: The Journal of risk and insurance.