Double optimal stopping of a risk process
From MaRDI portal
Publication:3429338
DOI10.1080/17442500601084204zbMATH Open1117.60045OpenAlexW2130165699MaRDI QIDQ3429338FDOQ3429338
Krzysztof J. Szajowski, Anna Karpowicz
Publication date: 30 March 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500601084204
Cites Work
- Title not available (Why is that?)
- On multiple stopping bales
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
- Optimal Sequential Procedures when More Than one Stop is Required
- Optimal stopping of a risk process: model with interest rates
- On a Formulation of the Multiple"Disorder" Problem
- General optimal stopping theorems for semi-Markov processes
- An optimal stopping problem in risk theory
- Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates
Cited In (9)
- A bilevel programming approach to double optimal stopping
- Double Optimal Stopping in the Fishing Problem
- Optimal filter rules for selling stocks in the emerging stock markets
- Optimal stopping of a risk process: model with interest rates
- Double optimal stopping times and dynamic pricing problem: description of the mathematical model
- Optimal stopping time on semi-Markov processes with finite horizon
- An optimal double stopping rule for a buying-selling problem
- ON OPTIMAL STOPPING OF A DISCRETE TIME RISK PROCESS
- On optimal stopping of risk processes with regime switching
Recommendations
This page was built for publication: Double optimal stopping of a risk process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3429338)
