Optimal stopping of a 2-vector risk process

DOI10.4064/BC90-0-12zbMATH Open1215.60032OpenAlexW2317570610MaRDI QIDQ3083394FDOQ3083394

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

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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)

Cited In (8)

• Optimal stopping of a risk process: model with interest rates
• Optimal Two-Choice Stopping on an Exponential Sequence
• Optimal stopping time on semi-Markov processes with finite horizon
• Title not available (Why is that?)
• Optimal exercise strategies for operational risk insurance via multiple stopping times
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• Double optimal stopping of a risk process
• On optimal stopping of risk processes with regime switching

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