Optimal stopping of a risk process with disruption and interest rates

DOI10.1007/978-0-8176-8089-3_24zbMATH Open1218.91078OpenAlexW128331717MaRDI QIDQ5198541FDOQ5198541

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

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Mathematics Subject Classification ID

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

Cited In (1)

• On optimal stopping of risk processes with regime switching

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