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Distributions of Discounted Values
Distributions of Discounted Values This paper presents a solution to the problem of discounting cash flows when the cash flows and discount factors are random variables with given distributions.- Authors: Daniel Dufresne
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Some Aspects of Statement of Financial Accounting Standards No. 87
Some Aspects of Statement of Financial Accounting Standards No. 87 This paper focuses on two aspects of SFAS 87. The first is the availability of the discount rate, and its consequences. The ...- Authors: Daniel Dufresne
- Date: Jan 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Pension accounting