Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244)

From MaRDI portal
Revision as of 19:10, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
scientific article

    Statements

    Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (English)
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    compound binomial model
    0 references
    delayed claim
    0 references
    discounted dividend payments
    0 references
    stochastic interest rate
    0 references
    Markov chain
    0 references
    expected present value
    0 references

    Identifiers