Expected present value of total dividends in a delayed claims risk model under stochastic interest rates (Q659244)
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scientific article; zbMATH DE number 6004706
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| English | Expected present value of total dividends in a delayed claims risk model under stochastic interest rates |
scientific article; zbMATH DE number 6004706 |
Statements
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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0.9252097010612488
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0.9174998998641968
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0.8950774073600769
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0.8899158835411072
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0.8661192655563354
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