Optimal stopping of a risk process: model with interest rates (Q3153651)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping of a risk process: model with interest rates |
scientific article |
Statements
Optimal stopping of a risk process: model with interest rates (English)
0 references
2 June 2003
0 references
risk reserve process
0 references
optimal stopping
0 references
dynamic programming
0 references
interest rates
0 references