Discounting Certain Random Sums

DOI10.1080/03461238.1990.10413871MaRDI QIDQ3352795zbMATH OpenOpenAlexFDO

Authors T. P. Artikis, Anastasios G. Malliaris

Publication date 1990

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1990.10413871

zbMATH Keywords

characteristic functionfinancial economicspresent valuerandom sum

Mathematics Subject Classification ID

Cites work

• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• Unimodality of infinitely divisible distribution functions of class L

Cited in

(6)

• Analytical and computer simulation techniques for a stochastic model arising in discounting continuous uniform cash flows
• Certain selecting and underreporting processes
• A stochastic model for proactive risk management decisions
• Bounds for present value functions with stochastic interest rates and stochastic volatility.
• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A stochastic discounting model arising in competing risks management

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