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
โฆ LIBER โฆ
233022 (E12, B20) Guaranteed renewability with group insurance: Pauly M., Nickel A., Kunreuther H.,Journal of Risk and Uncertainty, Volume 16, No 3, July/August 1998
- Book ID
- 104300167
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 88 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
โฆ Synopsis
Implications of these results for investment in risk mitigation measures are briefly explored.
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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