Optimal Stopping of a Risk Process with Disruption and Interest Rates

DOI10.1007/978-0-8176-8089-3_24zbMath1218.91078OpenAlexW128331717MaRDI 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

Mathematics Subject Classification ID

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

Related Items (1)

On optimal stopping of risk processes with regime switching

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