Optimal stopping of a risk process

DOI10.4064/AM-24-3-335-342zbMath1002.60536OpenAlexW1482156545MaRDI 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

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Paired and multiple comparisons; multiple testing (62J15)

Related Items (3)

No-information secretary problems with cardinal payoffs and Poisson arrivals ⋮ Double Optimal Stopping in the Fishing Problem ⋮ On optimal stopping of risk processes with regime switching

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