Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times

DOI10.1080/09720510.2007.10701264zbMath1137.91423OpenAlexW2056815013MaRDI QIDQ5454991

Constantinos Artikis, Chrysostomos E. Fountas, Panagiotis T. Artikis

Publication date: 3 April 2008

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2007.10701264

zbMATH Keywords

risk managementstochastic discountingrecovery time

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations ⋮ Consideration of learning processes based on optimal operations for recovery of information systems ⋮ Stochastic discounting for cost effective replacements of systems under competing catastrophic risks ⋮ Discounted maximum of a random number of random cash flows in optimal decision making ⋮ Discounted minimum of a random number of random variables in replacement of computer systems

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