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The Dividend Problem in a Diffusive Stochastic Model

โœ Scribed by Emilia DiLorenzo; Marilena Sibillo

Publisher
Springer-Verlag
Year
1998
Tongue
German
Weight
248 KB
Volume
23
Category
Article
ISSN
1864-0281

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233014 (E10) The dividend problem in a d
233014 (E10) The dividend problem in a diffusive stochastic model di Lorenzo: Lorenzo E., Sibillo M.,Deutsche Gesellschaft Fuยจr Versicherungsmathematik, Band XXIII, Heft 4, October 1998
๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 90 KB

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