Optimal time to change premiums (Q1006555)

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Optimal time to change premiums
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    title
    Optimal time to change premiums (English)
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    author
    Erhan Bayraktar
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    H. Vincent Poor
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    publication date
    25 March 2009
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    Mathematics Subject Classification ID
    91B30
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    60J75
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    60J55
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    62M10
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    zbMATH DE Number
    5532798
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    zbMATH Keywords
    compound Poisson processes
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    optimal stopping
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    detecting the change in the characteristics of the claim arrival process
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    insurance premiums
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