Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management (Q3078179): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q513131
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Panagiotis T. Artikis / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/09720502.2010.10700683 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1965067261 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for present value functions with stochastic interest rates and stochastic volatility. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Value Theory as a Risk Management Tool / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5615108 / rank
 
Normal rank

Latest revision as of 18:30, 3 July 2024

scientific article
Language Label Description Also known as
English
Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management
scientific article

    Statements

    Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management (English)
    0 references
    0 references
    0 references
    0 references
    18 February 2011
    0 references
    extreme value theory
    0 references
    optimal decision
    0 references
    competing risks
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references