Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates (Q4393830): Difference between revisions
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Latest revision as of 18:20, 19 March 2024
scientific article; zbMATH DE number 1161879
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates |
scientific article; zbMATH DE number 1161879 |
Statements
Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates (English)
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2 December 1998
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Markov modulation
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smooth semimartingale representation
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interest rate
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risk reserve process
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