Double optimal stopping of a risk process
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Cites work
- An optimal stopping problem in risk theory
- General optimal stopping theorems for semi-Markov processes
- scientific article; zbMATH DE number 425394 (Why is no real title available?)
- On a Formulation of the Multiple"Disorder" Problem
- On multiple stopping bales
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal Sequential Procedures when More Than one Stop is Required
- Optimal stopping of a risk process: model with interest rates
- Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates
Cited in
(15)- Optimal time to change premiums
- Optimal stopping time on semi-Markov processes with finite horizon
- An optimal double stopping rule for a buying-selling problem
- Optimal exercise strategies for operational risk insurance via multiple stopping times
- Double optimal stopping times and dynamic pricing problem: description of the mathematical model
- A bilevel programming approach to double optimal stopping
- Optimal stopping of a 2-vector risk process
- ON OPTIMAL STOPPING OF A DISCRETE TIME RISK PROCESS
- Optimal stopping of a risk process: model with interest rates
- On optimal stopping of risk processes with regime switching
- Optimal stopping of a risk process with disruption and interest rates
- Double Optimal Stopping in the Fishing Problem
- Optimal filter rules for selling stocks in the emerging stock markets
- Optimal timing of business conversion for solvency improvement
- Minimizing an insurer's probability of ruin with branching businesses
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