Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum

DOI10.1080/09720502.2007.10700509zbMath1172.91325OpenAlexW2314228976MaRDI QIDQ3540821

Constantinos Artikis, Panagiotis T. Artikis

Publication date: 24 November 2008

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2007.10700509

zbMATH Keywords

stochastic modeluniform cash flow

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

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Cites Work

• Mixtures of distributions, moment inequalities and measures of exponentiality and normality
• Bounds for present value functions with stochastic interest rates and stochastic volatility.
• Properties and applications in risk management operations of a stochastic discounting model
• Extreme Value Theory as a Risk Management Tool
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