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  • Search: subject:"Stochastic Discounting"
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Year of publication
Subject
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Stochastic Discounting 4 Model 3 Risk Management 3 Actuarial mathematics 1 Discounting 1 Diskontierung 1 Folk Theorem 1 Repeated Games 1 Risikomanagement 1 Risikomaß 1 Risikomodell 1 Risk management 1 Risk measure 1 Risk model 1 Stochastic Games 1 Stochastic process 1 Stochastischer Prozess 1 Stopping Time 1 Theorie 1 Theory 1 Versicherungsmathematik 1
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Online availability
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Free 4
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 2
Author
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Artikis, Constantinos T. 3 Barlo, Mehmet 1 Urgun, Can 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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MPRA Paper 1 SPOUDAI - Journal of Economics and Business 1 SPOUDAI Journal of Economics and Business 1 Spoudai : journal of economics and business 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
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Formulating a stochastic discounting model with actuarial and risk management applications
Artikis, Constantinos T. - In: SPOUDAI - Journal of Economics and Business 62 (2012) 3/4, pp. 7-15
Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of … the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model …
Persistent link: https://www.econbiz.de/10010343117
Saved in:
Cover Image
Formulating a Stochastic Discounting Model with Actuarial and Risk Management Applications
Artikis, Constantinos T. - In: SPOUDAI Journal of Economics and Business 62 (2012) 3-4, pp. 7-15
Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of … the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model …
Persistent link: https://www.econbiz.de/10010740604
Saved in:
Cover Image
Formulating a stochastic discounting model with actuarial and risk management applications
Artikis, Constantinos T. - In: Spoudai : journal of economics and business 62 (2012) 3/4, pp. 7-15
Stochastic discounting models are generally recognized as extremely strong analytical tools for a very wide variety of … the actuarial discipline of a stochastic discounting model. It is shown that the formulated stochastic discounting model …
Persistent link: https://www.econbiz.de/10010255258
Saved in:
Cover Image
Stochastic discounting in repeated games: Awaiting the almost inevitable
Barlo, Mehmet; Urgun, Can - Volkswirtschaftliche Fakultät, … - 2011
This paper studies repeated games with pure strategies and stochastic discounting under perfect information. We …
Persistent link: https://www.econbiz.de/10008833293
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