On closed form expressions for probability of operational success and expected lifetime

DOI10.1016/J.AMC.2015.04.064zbMath1410.91280OpenAlexW250966448MaRDI QIDQ1663417

Saralees Nadarajah

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.064

zbMATH Keywords

Modified Bessel functionClosed formExpected lifetime

Mathematics Subject Classification ID

Uses Software

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Cites Work

• The generalized incomplete gamma function as sum over modified Bessel functions of the first kind
• Incomplete Bessel, generalized incomplete gamma, or leaky aquifer functions
• The expected lifetime of an extraction project
• Perpetual Options on Multiple Underlyings
• Optimal regulatory control of early contract termination

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