Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
Jie-hua Xie; Zou Wei
| Year of publication: |
2010
|
|---|---|
| Authors: | Xie, Jie-hua ; Wei Zou ; Shen, Xiaojing |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 2, p. 415-422
|
| Subject: | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomodell | Risk model | Zins | Interest rate | Diskontierung | Discounting | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003966606