On optimal stopping of risk processes with regime switching

Articles in the same Issue

1. Professor Agnieszka Plucińska’s paths in and around probability
2. Orlicz-space Hardy and Landau–Kolmogorov inequalities for Gaussian measures
3. On a new measure of dependence and its applications
4. Conditional version of the Donati-Martin and Yor formula and its applications
5. Remarks on uniform convergence of random variables and statistics
6. On integrability of quadratic harnesses
7. On the random functional central limit theorems with almost sure convergence for subsequences
8. Remarks on restricted Nevanlinna transforms
9. On general optimal stopping problems using penalty method
10. Principle of conditioning revisited
11. Hitting hyperbolic half-space
12. Kelvin transform for α-harmonic functions in regular domains
13. Weighted averages of random variables and exact weights
14. A note on speed of convergence to the quasi-stationary distribution
15. Deformed Fock spaces, Hecke operators and monotone Fock space of Muraki
16. A zero-sum competitive multi-player game
17. On optimal stopping of risk processes with regime switching
18. On characterization of a.s. convergence of all conditionings for sequences of random variables
19. Stochastic semigroups and their applications to biological models