Optimal stopping of a risk process
Work
Year: 1997
Type: article
Abstract: Optimal stopping time problems for a risk process $U_t=u+ct-\sum_{n=0}^{N(t)}X_n$ where the number N(t) of losses up to time t is a general renewal process and the sequence of $X_i$'s represents succe... more
Source: Applicationes Mathematicae
Institution Warsaw University of Technology
Cites: 8
Cited by: 14
Related to: 10
FWCI:
Citation percentile (by year/subfield): 71.12
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze