Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244): Difference between revisions
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Revision as of 01:46, 14 February 2024
scientific article
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| English | Expected present value of total dividends in a delayed claims risk model under stochastic interest rates |
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Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (English)
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10 February 2012
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compound binomial model
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delayed claim
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discounted dividend payments
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stochastic interest rate
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Markov chain
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expected present value
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