A stochastic model for proactive risk management decisions

DOI10.1016/S0895-7177(97)00187-8zbMATH Open0893.90096MaRDI QIDQ1376765FDOQ1376765

Authors: D. Jerwood, T. P. Artikis, J. I. Moshakis, A. P. Voudouri 

Publication date: 3 August 1998

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

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zbMATH Keywords

uncertaintydecision-makingproactive risk-managementstochastic discounting models

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Management decision making, including multiple objectives (90B50) Reliability, availability, maintenance, inspection in operations research (90B25)

Cites Work

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Cited In (11)

• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A stochastic discounting model arising in competing risks management
• Optimal Entrepreneurial Decisions in a Completely Stochastic Environment
• Research support decisions under conditions of uncertainty and risk
• Stochastic models for risk control programs of organizations
• Stochastic Risk Analysis and Management
• Properties and applications in risk management operations of a stochastic discounting model
• Properties and management applications of a modified stochastic discounting model
• Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management
• Title not available (Why is that?)
• Discounting, catastrophic risks management and vulnerability modeling

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