On closed form expressions for probability of operational success and expected lifetime

DOI10.1016/J.AMC.2015.04.064MaRDI QIDQ1663417zbMATHOpenAlexFDO

Authors Saralees Nadarajah

Publication date 21 August 2018

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.04.064

zbMATH Keywords

Modified Bessel functionClosed formExpected lifetime

Mathematics Subject Classification ID

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Cites work

• Incomplete Bessel, generalized incomplete gamma, or leaky aquifer functions
• Optimal regulatory control of early contract termination
• Perpetual options on multiple underlyings
• The expected lifetime of an extraction project.
• The generalized incomplete gamma function as sum over modified Bessel functions of the first kind

Cited in

(2)

• On the expected length of an orderly path
• On the expression for expected customer choice probabilities

Describes a project that uses

Uses Software

• Maple
• Mathematica
• Matlab
• R

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