Double optimal stopping of a risk process
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Publication:3429338
DOI10.1080/17442500601084204zbMATH Open1117.60045OpenAlexW2130165699MaRDI QIDQ3429338FDOQ3429338
Authors: Anna Karpowicz, Krzysztof J. Szajowski 
Publication date: 30 March 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500601084204
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- Optimal stopping of a risk process with disruption and interest rates
- 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 time to change premiums
- Optimal stopping time on semi-Markov processes with finite horizon
- Optimal stopping of a 2-vector risk process
- 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
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