5 citations · 6 across the 3 of their papers we have counts for
3 papers
math.PR2013★ 1 cited
On the Masami Yasuda stopping game
Krzysztof J. Szajowski
The sero-sum stopping game for the stochastic sequences has been formulated in late sixties of the twenty century by Dynkin (1969). The formulation had the assumption about separab…
math.PR2008★ 5 cited
Optimal stopping of a risk process when claims are covered immediately
Bogdan K. Muciek, Krzysztof J. Szajowski
The optimal stopping problem for the risk process with interests rates and when claims are covered immediately is considered. An insurance company receives premiums and pays out cl…
math.PR2008
Time management in a Poisson fishing model
Anna Karpowicz, Krzysztof Szajowski
The aim of the paper is to extend the model of "fishing problem". The simple formulation is following. The angler goes to fishing. He buys fishing ticket for a fixed time. There ar…