Incorporating a random number of independent competing risks in discounting a continuous uniform cash flow with rate of payment being a random sum

DOI10.1080/09720502.2007.10700509zbMath1172.91325OpenAlexW2314228976MaRDI QIDQ3540821

Constantinos Artikis, Panagiotis T. Artikis

Publication date: 24 November 2008

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

Full work available at URL: https://doi.org/10.1080/09720502.2007.10700509

zbMATH Keywords

stochastic modeluniform cash flow

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Renewal theory (60K05)

Related Items (7)

Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model ⋮ Thinning of renewal processes in stochastic discounting models and risk frequency reduction operations ⋮ Properties and management applications of a modified stochastic discounting model ⋮ Stochastic discounting for cost effective replacements of systems under competing catastrophic risks ⋮ Discounted maximum of a random number of random cash flows in optimal decision making ⋮ Discounted minimum of a random number of random variables in replacement of computer systems ⋮ Incorporating concepts of extreme value theory in formulating a discounting model for making optimal decisions in competing risks management

Cites Work

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• Mixtures of distributions, moment inequalities and measures of exponentiality and normality
• Bounds for present value functions with stochastic interest rates and stochastic volatility.
• Properties and applications in risk management operations of a stochastic discounting model
• Extreme Value Theory as a Risk Management Tool

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