Can I read 233014 (E10) The dividend problem in a diffusive stochastic model di Lorenzo: Lorenzo E., Sibillo M.,Deutsche Gesellschaft Fu ̈r Versicherungsmathematik, Band XXIII, Heft 4, October 1998 on EtoBox?

233014 (E10) The dividend problem in a diffusive stochastic model di Lorenzo: Lorenzo E., Sibillo M.,Deutsche Gesellschaft Fu ̈r Versicherungsmathematik, Band XXIII, Heft 4, October 1998 is a Economics, Econometrics and Finance article available to read on EtoBox.

What is 233014 (E10) The dividend problem in a diffusive stochastic model di Lorenzo: Lorenzo E., Sibillo M.,Deutsche Gesellschaft Fu ̈r Versicherungsmathematik, Band XXIII, Heft 4, October 1998 about?

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.

Who reads 233014 (E10) The dividend problem in a diffusive stochastic model di Lorenzo: Lorenzo E., Sibillo M.,Deutsche Gesellschaft Fu ̈r Versicherungsmathematik, Band XXIII, Heft 4, October 1998?

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6687)

Published

1998

Language

EN

Field

Economics, Econometrics and Finance (Social Sciences)