Complete discounted cash flow valuation
type: Item
instance of: scholarly article
title: Complete discounted cash flow valuation
zbMATH Open document ID: 1416.91395
author: Łukasz Kuciński
author: L. Gajek
published in: Insurance Mathematics \& Economics
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6811666
zbMATH Keywords: DCF valuation
zbMATH Keywords: dividend problem
zbMATH Keywords: ruin theory
zbMATH Keywords: real options
zbMATH Keywords: mixed stochastic control
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: Solvency II
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2016.12.004
OpenAlex ID: W2564614086
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DOI: 10.1016/J.INSMATHECO.2016.12.004
description: scientific article; zbMATH DE number 6811666