Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times

DOI10.1080/09720510.2007.10701264MaRDI QIDQ5454991zbMATH OpenOpenAlexFDO

Authors Constantinos Artikis, Chrysostomos E. Fountas, P. T. Artikis

Publication date 3 April 2008

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

Full work available at URL https://doi.org/10.1080/09720510.2007.10701264

zbMATH Keywords

recovery timerisk managementstochastic discounting

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

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Cited in

(9)

• Analytical and simulation techniques for discounting binomial random sums
• A stochastic model for proactive risk management decisions
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• 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
• Properties and applications in risk management operations of a stochastic discounting model
• Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations
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