Stochastic upper bounds for present value functions
Year of publication: |
2000
|
---|---|
Authors: | Goovaerts, Marc J. ; Dhaene, Jan ; De Schepper, Ann |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 67.2000, 1, p. 1-14
|
Subject: | Cash Flow | Cash flow | Diskontierung | Discounting | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution |
-
Richter, Frank, (1999)
-
Chapter 23. Risk Pricing over Alternative Investment Horizons
Hansen, Lars Peter, (2013)
-
The analytics of investment, q, and cash flow
Abel, Andrew B., (2015)
- More ...
-
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann, (2002)
-
Stable laws and the distribution of cash-flows
Goovaerts, Marc J., (2001)
-
On the distribution of cash flows using Esscher transforms
Vyncke, David, (2003)
- More ...