15 citations · 68 across the 25 of their papers we have counts for
4 papers · 2 filters
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…
The duration problem with multiple exchanges
Charles E. M. Pearce, Krzysztof Szajowski, Mitsushi Tamaki
We treat a version of the multiple-choice secretary problem called the multiple-choice duration problem, in which the objective is to maximize the time of possession of relatively…
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…
Optimal detection of homogeneous segment of observations in stochastic sequence
Wojciech Sarnowski, Krzysztof Szajowski
A Markov process is registered. At random moment the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting th…