On the Distribution of Cash Flows Using Esscher Transforms
Year of publication: |
2003
|
---|---|
Authors: | Vyncke, D. ; Goovaerts, M.J. ; Schepper, A.De ; Kaas, R. ; Dhaene, J. |
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 4106738. - Vol. 70.2003, 3, p. 563
|
Saved in:
Saved in favorites
Similar items by person
-
A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum
Kaas, R., (2002)
-
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J., (2002)
-
The concept of comonotonicity in actuarial science and finance: theory
Dhaene, J., (2002)
- More ...