A stochastic discounting model arising in competing risks management
Stochastic 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. (C) 1999 Elsevier Science Ltd. All rights reserved.
stochastic discounting competing risks unimodality self-decomposability