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A stochastic discounting model arising in competing risks management

✍ Scribed by A.P. Voudouri; J.I. Moshakis; P.T. Artikis

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
650 KB
Volume
38
Category
Article
ISSN
0898-1221

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✦ Synopsis

discounting models have been proved very important for decision making under conditions of uncertainty in many applied fields. This paper is mainly devoted to the establishment of properties for the distribution of a stochastic discounting model. The paper, also, provides applications of this model in assessing competing risks. (~) 1999 Elsevier Science Ltd. All rights reserved.

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