<Record><identifier xmlns="http://purl.org/dc/elements/1.1/">URN:NBN:SI:doc-7BRGYPL0</identifier><date>2019</date><creator>Perman, Mihael</creator><creator>Zalokar, Ana</creator><relation>documents/doc/7/URN_NBN_SI_doc-7BRGYPL0_001.pdf</relation><relation>documents/doc/7/URN_NBN_SI_doc-7BRGYPL0_001.txt</relation><format format_type="volume">16</format><format format_type="issue">2</format><format format_type="type">article</format><format format_type="extent">str. 465-472</format><identifier identifier_type="COBISSID_HOST">1541113284</identifier><identifier identifier_type="ISSN">1855-3966</identifier><identifier identifier_type="URN">URN:NBN:SI:doc-7BRGYPL0</identifier><language>eng</language><publisher>Univerza na Primorskem, Fakulteta za matematiko, naravoslovje in informacijske tehnologije</publisher><source>Ars mathematica contemporanea</source><rights>BY</rights><subject language_type_id="eng">equity-linked life insurance with guarantees</subject><subject language_type_id="slv">naložbena življenjska zavarovanja z garancijo</subject><subject language_type_id="eng">optimal stopping for Markov chains</subject><subject language_type_id="slv">optimalno ustavljanje na markovskih verigah</subject><title>Some extensions of optimal stopping with financial applications</title></Record>