On optimal stopping of risk processes with regime switching (Q4898893)
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scientific article; zbMATH DE number 6121712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal stopping of risk processes with regime switching |
scientific article; zbMATH DE number 6121712 |
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On optimal stopping of risk processes with regime switching (English)
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3 January 2013
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risk process
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optimal stopping
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dynamic programming
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regime switching
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disorder problem
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multiple disorder
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Bayesian approach
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