✦ LIBER ✦

233018 (E10) Time insensitivity for protective investments: Kunreuther H., Onculer A., Slovic P.,Journal of Risk and Uncertainty, Volume 16, No 3, July/August 1998

Book ID: 104300163
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 175 KB
Volume: 23
Category: Article
ISSN: 0167-6687
DOI: 10.1016/s0167-6687(98)90039-7

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✦ Synopsis

The expectation of the discounted dividend payments is determined in the framework of a mathematical model in which financial risk is considered. In particular, starting from a diffusive stochastic model for the cash-balance, the expression of the expectation of the discounted dividends is obtained as the solution of a differential equation, with appropriate boundary conditions relating to the presence of a barrier regulating dividend payments.

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