Optimal stopping of a risk process
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Publication:4360477
DOI10.4064/am-24-3-335-342zbMath1002.60536MaRDI QIDQ4360477
Andrzej Sierociński, Elżbieta Z. Ferenstein
Publication date: 20 January 2003
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219175
60J25: Continuous-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
62J15: Paired and multiple comparisons; multiple testing
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