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  • Beta-Gamma Algebra, Discounted Cash-Flows, and Barnes' Lemmas
    p ≥ 0. 4 Mellin transform: if X ≥ 0, then MX(s) = EXs. Mellin transforms for sums of positive variables ... b)Γ(c+ d) Γ(a)Γ(c)Γ(b+ d) ua−1(1−u)b+d−1 2F1(a+b−c, d; b+d; 1−u)1{0<u<1}. 10 Theorem F. (a) If Re(p) ...

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    • Authors: Daniel Dufresne
    • Date: Dec 2009
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Modeling & Statistical Methods>Stochastic models