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The dividend problems in a correlated discrete risk model under stochastic interest rates (Q2915937)

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scientific article; zbMATH DE number 6090581
Language Label Description Also known as
English
The dividend problems in a correlated discrete risk model under stochastic interest rates
scientific article; zbMATH DE number 6090581

    Statements

    author
    Dan Peng
    0 references
    Zhenting Hou
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    Zaiming Liu
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    publication date
    5 October 2012
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    zbMATH Keywords
    dividend
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    correlated claims
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    stochastic interest rates
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    discrete risk model
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    title
    The dividend problems in a correlated discrete risk model under stochastic interest rates (English)
    0 references

    Identifiers

    zbMATH DE Number
    6090581
    0 references
     
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