Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates (Q4393830)
From MaRDI portal
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)
0 references
2 December 1998
0 references
Markov modulation
0 references
smooth semimartingale representation
0 references
interest rate
0 references
risk reserve process
0 references