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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    risk reserve process
    0 references
    optimal stopping
    0 references
    dynamic programming
    0 references
    interest rates
    0 references
    0 references