Discounted maximum of a random number of random cash flows in optimal decision making

DOI10.1080/02522667.2008.10699860zbMath1155.62077MaRDI QIDQ3604305

Constantinos Artikis, Panagiotis 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

zbMATH Keywords

extreme value; optimal decision; stochastic discounting

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B06: Decision theory

62G32: Statistics of extreme values; tail inference

Related Items

Stochastic discounting for cost effective replacements of systems under competing catastrophic risks

Cites Work

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