Optimal Stopping of a Risk Process with Disruption and Interest Rates
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Publication:5198541
DOI10.1007/978-0-8176-8089-3_24zbMath1218.91078MaRDI QIDQ5198541
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
60G40: Stopping times; optimal stopping problems; gambling theory
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