Double optimal stopping of a risk process
Author:
Affiliation:
1. a Institute of Mathematics and Computer Science, Wroclaw University of Technology , Wybrzeże, Wyspiańskiego 27, Wroclaw, Poland
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500601084204
Reference20 articles.
1. OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
2. General optimal stopping theorems for semi-Markov processes
3. Point Processes and Queues
4. Markov Models and Optimization
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