Discounted maximum of a random number of random cash flows in optimal decision making
DOI10.1080/02522667.2008.10699860zbMATH Open1155.62077OpenAlexW2325062321MaRDI QIDQ3604305FDOQ3604305
Authors: Constantinos Artikis, P. T. Artikis 
Publication date: 24 February 2009
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.2008.10699860
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Cites Work
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- A generalized unimodality
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- Extreme Value Theory as a Risk Management Tool
- Bounds for present value functions with stochastic interest rates and stochastic volatility.
- Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum
- Properties and applications in risk management operations of a stochastic discounting model
- Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times
Cited In (8)
- 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
- 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
- Comparison of Random Cash Flows
- Analytical and simulation techniques for discounting binomial random sums
- 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
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