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Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times - MaRDI portal

Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times (Q5454991)

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scientific article; zbMATH DE number 5257940
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Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times
scientific article; zbMATH DE number 5257940

    Statements

    Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times (English)
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    3 April 2008
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    stochastic discounting
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    risk management
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    recovery time
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    Identifiers