EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"expected present value"
Narrow search

Narrow search

Year of publication
Subject
All
Real options 4 expected present value operators 4 Expected present value 3 embedded options 3 Annuity puzzle 2 Credit risk 2 Expected present value operator 2 Hitting time 2 Option pricing theory 2 Optionspreistheorie 2 Stochastic process 2 Stochastischer Prozess 2 Structural model 2 Wiener-Hopf factorization 2 Wiener–Hopf factorization 2 Actuarial 1 Actuarial mathematics 1 Altersvorsorge 1 Capital injections 1 Cash Flow 1 Cash flow 1 Gerber-Shiu function 1 Jump-diffusion model 1 Jump–diffusion model 1 Kreditrisiko 1 Mortality 1 Reinsurance 1 Retirement provision 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Ruin 1 Rückversicherung 1 Scale function 1 Spectrally negative Lévy process 1 Sterblichkeit 1 Successive ruin events 1 Theorie 1 Theory 1
more ... less ...
Online availability
All
Undetermined 4 Free 1
Type of publication
All
Article 6 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 research-article 1
Language
All
Undetermined 6 English 5
Author
All
Boyarchenko, Svetlana 4 Hainaut, Donatien 4 Deelstra, Griselda 2 Levendorskii, Sergei 2 Levendorskiy, Sergey 2 Ben Salah, Zied 1 Bielsa, M. Mercedes Claramunt 1 Das, Shubhabrata 1 Escolano, Antonio Alegre 1 Garrido, José 1 Jimenez, Maite Teresa Marmol 1
more ... less ...
Institution
All
EconWPA 3 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Society for Computational Economics - SCE 1
Published in...
All
Finance 3 Insurance / Mathematics & economics 2 Asia-Pacific Journal of Risk and Insurance 1 Computing in Economics and Finance 2004 1 Insurance: Mathematics and Economics 1 Journal of Economic Dynamics and Control 1 Journal of economic dynamics & control 1 Working Papers in Economics 1
more ... less ...
Source
All
RePEc 7 ECONIS (ZBW) 3 Other ZBW resources 1
Showing 11 - 11 of 11
Cover Image
Discrete analysis of dividend payments in a non-life insurance portfolio
Bielsa, M. Mercedes Claramunt; Jimenez, Maite Teresa Marmol - Facultat d'Economia i Empresa, Universitat de Barcelona - 2002
The process of free reserves in a non-life insurance portfolio as defined in the classical model of risk theory is modified by the introduction of dividend policies that set maximum levels for the accumulation of reserves. The first part of the work formulates the quantification of the dividend...
Persistent link: https://www.econbiz.de/10005120734
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...