Optimal stopping of a 2-vector risk process

DOI10.4064/BC90-0-12MaRDI QIDQ3083394zbMATHOpenAlexFDO

Authors Krzysztof J. Szajowski

Publication date 21 March 2011

Published in Banach Center Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4064/bc90-0-12

zbMATH Keywords

marked point processoptimal stoppingmultiple stoppingasset management

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Corporate finance (dividends, real options, etc.) (91G50) Stopping times; optimal stopping problems; gambling theory (60G40)

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• Optimal stopping time on semi-Markov processes with finite horizon
• scientific article; zbMATH DE number 4209223 (Why is no real title available?)
• On optimal stopping of risk processes with regime switching

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