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| Tekijä: | Park, C. S. |
| Otsikko: | The Mellin transform in probabilistic cash flow modelling. |
| Lehti: | Engineering Economist
1987 : WINTER, VOL. 32:2, p. 115-134 |
| Asiasana: | CAPITAL INVESTMENT RISK ANALYSIS CASH FLOW RANDOM SAMPLE |
| Kieli: | eng |
| Tiivistelmä: | In risk analysis, one often needs to evaluate the present value of a cash flow profile. Some of the useful properties of the Mellin transform is expanded to risk analysis. The Mellin transform is particularly useful in computing any order of moments for a cash flow distribution based on discrete payment and discrete compounding. Operational properties of the transform are summarized /linearity, translation, scaling, convolution/. Mellin transforms for products and quotients are given, too. These are particularly useful when dealing with probabilistic cash flow under uncertain project life. Mellin transform of triangular and that of Nonstandard Beta distribution. Illustrative numerical examples. |
SCIMA