scientific article; zbMATH DE number 1795916

MaRDI QIDQ4550989zbMATH OpenFDO

Authors Bogdan Krzysztof Muciek

Publication date 2001

zbMATH Keywords

dynamic programmingoptimal stoppingrisk processsmooth semimartingale decomposition

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

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(10)

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• ON OPTIMAL STOPPING OF A DISCRETE TIME RISK PROCESS
• Optimal stopping of a risk process: model with interest rates
• Optimal stopping of the classical risk model controlled by dividend strategy
• Double optimal stopping of a risk process
• An optimal stopping problem in risk theory
• Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates
• On optimal stopping of risk processes with regime switching
• Optimal stopping of a risk process with disruption and interest rates
• An optimization of a continuous time risk process

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