Optimal stopping of a risk process with disruption and interest rates

DOI10.1007/978-0-8176-8089-3_24MaRDI QIDQ5198541zbMATHOpenAlexFDO

Authors Adam Pasternak-Winiarski, Elżbieta Z. Ferenstein

Publication date 8 August 2011

Published in Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-8089-3_24

Mathematics Subject Classification ID

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

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Cited in

(1)

• On optimal stopping of risk processes with regime switching

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