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A note on the equated time of a series of cash flows

Published online by Cambridge University Press:  20 April 2012

W. F. Scott
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Abstract

A well-known result concerning the equated time of a series of cash payments is extended to more general cash flows, including continuous payment streams.

Keywords

Cash FlowsEquated TimeJensen's Inequality
Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 120 , Issue 3 , 1993 , pp. 471 - 474
Copyright
Copyright © Institute and Faculty of Actuaries 1993

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References

REFERENCE

(1) McCutcheon, J. J., & Scott, W. F. (1986). An introduction to the mathematics of finance. Heinemann, London.Google Scholar
(2) Rudin, W. (1986). Real and complex analysis. 3rd edition. McGraw-Hill, New York.Google Scholar
(3) Norbrerg, R. (1990). Payment measures, interest and discounting. Scand. Actuarial J., 14, 33.Google Scholar