Discounted maximum of a random number of random cash flows in optimal decision making (Q3604305): Difference between revisions

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+https://doi.org/10.1080/02522667.2008.10699860
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+W2325062321
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@@ Property / cites work @@
+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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+Q4365234
@@ Property / cites work: Q4365234 / rank @@
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+Bounds for present value functions with stochastic interest rates and stochastic volatility.
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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+Extreme Value Theory as a Risk Management Tool
@@ Property / cites work: Extreme Value Theory as a Risk Management Tool / rank @@
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+A generalized unimodality
@@ Property / cites work: A generalized unimodality / rank @@
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+Q5615108
@@ Property / cites work: Q5615108 / rank @@
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