Maike Klein

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion Stochastics	2024-12-03	Paper
On the joint survival probability of two collaborating firms Journal of Applied Probability	2024-05-10	Paper
On the time consistent solution to optimal stopping problems with expectation constraint	2023-11-09	Paper
Ruin probability in a two-dimensional model with correlated Brownian motions Scandinavian Actuarial Journal	2021-07-21	Paper
Bayesian sequential testing with expectation constraints ESAIM: Control, Optimisation and Calculus of Variations	2020-10-16	Paper
Stopping with expectation constraints: 3 points suffice Electronic Journal of Probability	2019-08-06	Paper
A verification theorem for optimal stopping problems with expectation constraints Applied Mathematics and Optimization	2019-03-27	Paper
Erratum to: ``A verification theorem for optimal stopping problems with expectation constraints Applied Mathematics and Optimization	2019-03-27	Paper
On first passage time problems of Brownian motion -- The inverse method of images revisited (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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