Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations

DOI10.1080/09720502.2008.10700559zbMath1147.60325OpenAlexW2055387249MaRDI QIDQ3519714

Constantinos Artikis, Panagiotis T. Artikis

Publication date: 19 August 2008

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2008.10700559

zbMATH Keywords

thinningrenewal processrisk frequencystochastic discounting

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites Work

• A stochastic discounting model arising in competing risks management
• A stochastic model for the cost of maintaining a risk frequency reduction operation
• Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum
• Risk management operations described by a stochastic discounting model incorporating a random sum of cash flows and a random maximum of recovery times

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