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Optimal stopping of a risk process when claims are covered immediately - MaRDI portal

Optimal stopping of a risk process when claims are covered immediately

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Publication:6212066

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arXiv0812.3925MaRDI QIDQ6212066

Krzysztof J. Szajowski, Bogdan Krzysztof Muciek

Publication date: 19 December 2008

Mathematics Subject Classification ID

Special processes (60K99) Stopping times; optimal stopping problems; gambling theory (60G40)

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