Search

On the distribution of cash flows using esscher transforms

Fichero PDF / PDF file
Collection: Articles
Title: On the distribution of cash flows using esscher transforms / D. Vyncke, ...[et al]
Notes: 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.Related records: En: The Journal of risk and insurance. - Orlando. - Volume 70, number 3, September 2003 ; p. 563-575Materia / lugar / evento: Cash-flow Métodos actuariales Política de precios Otros autores: Vyncke, David
Secondary titles: Título: The Journal of risk and insurance
Other categories: 937.411
See issue detail