A stochastic model for proactive risk management decisions

DOI10.1016/S0895-7177(97)00187-8zbMath0893.90096MaRDI QIDQ1376765

D. Jerwood, A. P. Voudouri, J. I. Moshakis, T. P. Artikis

Publication date: 3 August 1998

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

uncertaintydecision-makingproactive risk-managementstochastic discounting models

Mathematics Subject Classification ID

Related Items (2)

A stochastic discounting model arising in competing risks management ⋮ A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions

Cites Work

• On characterizations of exponential and gamma distributions
• A note on an article by Artikis
• Analytical and simulation techniques for discounting binomial random sums
• Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
• Discounting Certain Random Sums
• A note on certain power mixtures
• The cost of a carrier-borne epidemic
• Convolutions of ?-modal distributions
• A characterization of gamma mixtures of stable laws motivated by limit theorems
• A generalized unimodality
• On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals
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