Properties and applications in risk management operations of a stochastic discounting model

DOI10.1080/09720510.2005.10701161zbMATH Open1124.91344OpenAlexW2020651072MaRDI QIDQ3374822FDOQ3374822

Authors: Constantinos Artikis, P. T. Artikis 

Publication date: 22 February 2006

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

Full work available at URL: https://doi.org/10.1080/09720510.2005.10701161

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zbMATH Keywords

scale mixture

Mathematics Subject Classification ID

Cited In (11)

• Stochastic discounting for cost effective replacements of systems under competing catastrophic risks
• Discrete renewal and selfdecomposable distributions in modelling information risk management operations
• Discounted minimum of a random number of random variables in replacement of computer systems
• Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum
• Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times
• A stochastic discounting model arising in competing risks management
• Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations
• Probability distributions in risk management operations
• Consideration of learning processes based on optimal operations for recovery of information systems
• Properties and management applications of a modified stochastic discounting model
• Discounted maximum of a random number of random cash flows in optimal decision making

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