Present Value of a Renewal Process

DOI10.1214/AOMS/1177703289MaRDI QIDQ5337602zbMATH OpenOpenAlexFDO

Authors Giorgio Dall'Aglio

Publication date 1964

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177703289

zbMATH Keywords

probability theory

Cited in

(7)

• Numerical evaluation of a solution of a special mixed-type differential- difference equation
• RENEWAL THEORY WITH EXPONENTIAL AND HYPERBOLIC DISCOUNTING
• A stochastic discounting model arising in competing risks management
• Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity
• Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio
• Renewal theory
• Limit theorems for discounted convergent perpetuities

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