On the use of copulas for calculating the present value of a general cash flow
Year of publication: |
2005
|
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Authors: | Goovaerts, Marc J. ; De Schepper, Ann ; Hua, Yong ; Darkiewicz, Grzegorz ; Vyncke, David |
Published in: |
Tijdschrift voor economie en management. - Leuven : Katholieke Universiteit, ISSN 0772-7674, ZDB-ID 860333-9. - Vol. 50.2005, 1, p. 69-93
|
Subject: | Cash Flow | Cash flow | Diskontierung | Discounting | Multivariate Verteilung | Multivariate distribution |
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