Stochastic discounting for cost effective replacements of systems under competing catastrophic risks (Q3020597): Difference between revisions

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+Properties and applications in risk management operations of a stochastic discounting model
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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
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+Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum
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+Discounted maximum of a random number of random cash flows in optimal decision making
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+Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management
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+Bounds for present value functions with stochastic interest rates and stochastic volatility.
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+Q4343010
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+Extreme Value Theory as a Risk Management Tool
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+Q5615108
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