Optimal stopping of a risk process

DOI10.4064/AM-24-3-335-342MaRDI QIDQ4360477zbMATH OpenOpenAlexFDO

Authors Andrzej Sierociński, Elżbieta Z. Ferenstein

Publication date 20 January 2003

Published in Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/219175

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Paired and multiple comparisons; multiple testing (62J15)

Cited in

(3)

• On optimal stopping of risk processes with regime switching
• Double Optimal Stopping in the Fishing Problem
• No-information secretary problems with cardinal payoffs and Poisson arrivals

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