Optimal stopping of a risk process: model with interest rates

JOURNAL ARTICLE published June 2002 in Journal of Applied Probability

Authors: Bogdan Krzysztof Muciek

Optimal stopping of a risk process: model with interest rates

JOURNAL ARTICLE published June 2002 in Journal of Applied Probability

Authors: Bogdan Krzysztof Muciek

Optimal Stopping of a Risk Reserve Process with Interest and Cost Rates

JOURNAL ARTICLE published March 1998 in Journal of Applied Probability

Authors: A. Schöttl

Phase-Type Distributions and Optimal Stopping for Autoregressive Processes

JOURNAL ARTICLE published March 2012 in Journal of Applied Probability

Authors: Sören Christensen

Ruin probabilities with dependent rates of interest

JOURNAL ARTICLE published June 2002 in Journal of Applied Probability

Authors: Jun Cai

Optimal stopping under model uncertainty: Randomized stopping times approach

JOURNAL ARTICLE published 1 April 2016 in The Annals of Applied Probability

Authors: Denis Belomestny | Volker Krätschmer

Optimal Stopping Rules and Maximal Inequalities for Bessel Processes

JOURNAL ARTICLE published June 1994 in Theory of Probability & Its Applications

Authors: L. E. Dubins | L. A. Shepp | A. N. Shiryaev

Randomized Optimal Stopping Times for a Class of Stopping Games

JOURNAL ARTICLE published January 2002 in Theory of Probability & Its Applications

Authors: V. K. Domansky

Addendum to “Optimal stopping under model uncertainty: Randomized stopping times approach”

JOURNAL ARTICLE published 1 April 2017 in The Annals of Applied Probability

Authors: Denis Belomestny | Volker Krätschmer

Optimal stopping problems for some Markov processes

JOURNAL ARTICLE published 1 June 2012 in The Annals of Applied Probability

Authors: Mamadou Cissé | Pierre Patie | Etienne Tanré

Optimal stopping with random intervention times

JOURNAL ARTICLE published March 2002 in Advances in Applied Probability

Authors: Paul Dupuis | Hui Wang

On the rates of convergence of simulation-based optimization algorithms for optimal stopping problems

JOURNAL ARTICLE published 1 February 2011 in The Annals of Applied Probability

Authors: Denis Belomestny

Optimal stopping in a continuous search model

JOURNAL ARTICLE published June 1986 in Journal of Applied Probability

Authors: Dror Zuckerman

Constrained optimal stopping under a regime-switching model

JOURNAL ARTICLE published 27 March 2024 in Journal of Applied Probability

Authors: Takuji Arai | Masahiko Takenaka

Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes

JOURNAL ARTICLE published September 2007 in Journal of Applied Probability

Authors: Pavel V. Gapeev

Numerical method for optimal stopping of piecewise deterministic Markov processes

JOURNAL ARTICLE published 1 October 2010 in The Annals of Applied Probability

Authors: Benoîte de Saporta | François Dufour | Karen Gonzalez

Optimal stopping in a semi-Markov shock model

JOURNAL ARTICLE published September 1978 in Journal of Applied Probability

Authors: Dror Zuckerman

General optimal stopping theorems for semi-Markov processes

JOURNAL ARTICLE published December 1993 in Advances in Applied Probability

Authors: Frans A. Boshuizen | José M. Gouweleeuw

Optimal Stopping Rules for Stochastic Processes with Continuous Parameter

JOURNAL ARTICLE published January 1970 in Theory of Probability & Its Applications

Authors: A. G. Fakeev

Variance Optimal Stopping for Geometric Lévy Processes

JOURNAL ARTICLE published March 2015 in Advances in Applied Probability

Authors: Kamille Sofie Tågholt Gad | Jesper Lund Pedersen