Double optimal stopping of a risk process (Q3429338)
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scientific article; zbMATH DE number 5139344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Double optimal stopping of a risk process |
scientific article; zbMATH DE number 5139344 |
Statements
Double optimal stopping of a risk process (English)
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30 March 2007
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risk reserve process
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optimal stopping
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dynamic programming
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semi-Markov process
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0.8887612223625183
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0.8879923820495605
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0.8585206270217896
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0.8377657532691956
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