Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10013443754
This book shows how modern risk management in banks and insurance companies can be modeled in Excel and Matlab. Readers are provided with all the necessary knowledge and skills in a systematic and structured step-by-step manner. Apart from basic Excel knowledge, no previous knowledge is...
Persistent link: https://www.econbiz.de/10014583374
Persistent link: https://www.econbiz.de/10003472248
Persistent link: https://www.econbiz.de/10003226487
Persistent link: https://www.econbiz.de/10011929783
In this paper we consider an alternative dividend payment strategy in risk theory, where the dividend rate can never decrease. This addresses a concern that has often been raised in connection with the practical relevance of optimal classical dividend payment strategies of barrier and threshold...
Persistent link: https://www.econbiz.de/10011899803
Persistent link: https://www.econbiz.de/10012194089
Persistent link: https://www.econbiz.de/10012618978
Persistent link: https://www.econbiz.de/10014497281