A stochastic discounting model arising in competing risks management
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Publication:1963102
DOI10.1016/S0898-1221(99)00205-9zbMATH Open0931.91015MaRDI QIDQ1963102FDOQ1963102
Authors: A. P. Voudouri, J. I. Moshakis, P. T. Artikis 
Publication date: 20 January 2000
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
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Cited In (9)
- Stochastic discounting for cost effective replacements of systems under competing catastrophic risks
- Discounted minimum of a random number of random variables in replacement of computer systems
- Bounds for present value functions with stochastic interest rates and stochastic volatility.
- Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times
- Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations
- 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
- Properties and applications in risk frequency reduction operations of an integral part model
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