Pesquisa de referências

On the distribution of cash flows using esscher transforms

<?xml version="1.0" encoding="UTF-8"?><modsCollection xmlns="http://www.loc.gov/mods/v3" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-8.xsd">
<mods version="3.8">
<titleInfo>
<title>On the distribution of cash flows using esscher transforms</title>
</titleInfo>
<titleInfo type="alternative">
<title>The Journal of risk and insurance</title>
</titleInfo>
<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080017996">
<namePart>Vyncke, David</namePart>
<nameIdentifier>MAPA20080017996</nameIdentifier>
</name>
<typeOfResource>text</typeOfResource>
<originInfo>
<place>
<placeTerm type="code" authority="marccountry">usa</placeTerm>
</place>
<dateIssued encoding="marc">2003</dateIssued>
<issuance>serial</issuance>
</originInfo>
<language>
<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
</language>
<physicalDescription>
<form authority="marcform">print</form>
<form authority="marccategory">microform</form>
</physicalDescription>
<abstract>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.</abstract>
<note type="statement of responsibility">D. Vyncke, ...[et al]</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080549985">
<topic>Cash-flow</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080591953">
<topic>Métodos actuariales</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080592578">
<topic>Política de precios</topic>
</subject>
<classification authority="">937.411</classification>
<relatedItem type="host">
<titleInfo>
<title>The Journal of risk and insurance</title>
</titleInfo>
<originInfo>
<publisher>Orlando</publisher>
</originInfo>
<identifier type="local">MAP20077000727</identifier>
<part>
<text>Volume 70, number 3, September 2003 ;  p. 563-575</text>
</part>
</relatedItem>
<recordInfo>
<recordContentSource authority="marcorg">MAP</recordContentSource>
<recordCreationDate encoding="marc">030915</recordCreationDate>
<recordChangeDate encoding="iso8601">20080418124155.0</recordChangeDate>
<recordIdentifier source="MAP">MAP20071504238</recordIdentifier>
<languageOfCataloging>
<languageTerm type="code" authority="iso639-2b">spa</languageTerm>
</languageOfCataloging>
</recordInfo>
</mods>
</modsCollection>