Optimal exercise strategies for operational risk insurance via multiple stopping times
DOI10.1007/S11009-016-9493-8zbMATH Open1370.60081OpenAlexW2340177273WikidataQ59520967 ScholiaQ59520967MaRDI QIDQ2397959FDOQ2397959
Authors: Gareth W. Peters, Georgy Sofronov, Pavel V. Shevchenko, Rodrigo S. Targino 
Publication date: 14 August 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-016-9493-8
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Stopping times; optimal stopping problems; gambling theory (60G40)
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Cited In (3)
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