{"?xml":{"@version":"1.0"},"edm:RDF":{"@xmlns:dc":"http://purl.org/dc/elements/1.1/","@xmlns:edm":"http://www.europeana.eu/schemas/edm/","@xmlns:wgs84_pos":"http://www.w3.org/2003/01/geo/wgs84_pos","@xmlns:foaf":"http://xmlns.com/foaf/0.1/","@xmlns:rdaGr2":"http://rdvocab.info/ElementsGr2","@xmlns:oai":"http://www.openarchives.org/OAI/2.0/","@xmlns:owl":"http://www.w3.org/2002/07/owl#","@xmlns:rdf":"http://www.w3.org/1999/02/22-rdf-syntax-ns#","@xmlns:ore":"http://www.openarchives.org/ore/terms/","@xmlns:skos":"http://www.w3.org/2004/02/skos/core#","@xmlns:dcterms":"http://purl.org/dc/terms/","edm:WebResource":[{"@rdf:about":"http://www.dlib.si/stream/URN:NBN:SI:doc-7BRGYPL0/89334124-d89d-4abd-a232-d3abb73e91d2/PDF","dcterms:extent":"267 KB"},{"@rdf:about":"http://www.dlib.si/stream/URN:NBN:SI:doc-7BRGYPL0/d7dcc965-edef-488c-9b3b-af174895cc55/TEXT","dcterms:extent":"16 KB"}],"edm:TimeSpan":{"@rdf:about":"2008-2025","edm:begin":{"@xml:lang":"en","#text":"2008"},"edm:end":{"@xml:lang":"en","#text":"2025"}},"edm:ProvidedCHO":{"@rdf:about":"URN:NBN:SI:doc-7BRGYPL0","dcterms:isPartOf":[{"@rdf:resource":"https://www.dlib.si/details/URN:NBN:SI:spr-UP1WMFAR"},{"@xml:lang":"sl","#text":"Ars mathematica contemporanea"}],"dcterms:issued":"2019","dc:creator":["Perman, Mihael","Zalokar, Ana"],"dc:format":[{"@xml:lang":"sl","#text":"letnik:16"},{"@xml:lang":"sl","#text":"številka:2"},{"@xml:lang":"sl","#text":"str. 465-472"}],"dc:identifier":["COBISSID_HOST:1541113284","ISSN:1855-3966","URN:URN:NBN:SI:doc-7BRGYPL0"],"dc:language":"en","dc:publisher":{"@xml:lang":"sl","#text":"Univerza na Primorskem, Fakulteta za matematiko, naravoslovje in informacijske tehnologije"},"dc:subject":[{"@xml:lang":"en","#text":"equity-linked life insurance with guarantees"},{"@xml:lang":"sl","#text":"naložbena življenjska zavarovanja z garancijo"},{"@xml:lang":"en","#text":"optimal stopping for Markov chains"},{"@xml:lang":"sl","#text":"optimalno ustavljanje na markovskih verigah"}],"dcterms:temporal":{"@rdf:resource":"2008-2025"},"dc:title":{"@xml:lang":"sl","#text":"Some extensions of optimal stopping with financial applications|"},"dc:description":[{"@xml:lang":"sl","#text":"Finite horizon optimal stopping problems for Markov chains are a well researched topic. Frequently they are phrased in terms of cost or return because many financial models are based on Markov chains. In this paper we will apply optimal stopping to certain random walks on binary trees motivated by insurance considerations. The results are direct extensions of known results but the implications for insurance are of interest"},{"@xml:lang":"sl","#text":"Problemi optimalnega ustavljanja s končnim horizontom na markovskih verigah so dobro raziskano področje. Pogosto so formulirani v jeziku stroškov ali donosa, saj mnogo finančnih modelov temelji na markovskih verigah. V tem članku bomo uporabili optimalno ustavljanje na določenih slučajnih sprehodih na binarnih drevesih, ki so motivirani z zavarovalniškimi razmisleki. Rezultati so neposredne razširitve znanih rezultatov, zanimive pa so implikacije za zavarovalništvo"}],"edm:type":"TEXT","dc:type":[{"@xml:lang":"sl","#text":"znanstveno časopisje"},{"@xml:lang":"en","#text":"journals"},{"@rdf:resource":"http://www.wikidata.org/entity/Q361785"}]},"ore:Aggregation":{"@rdf:about":"http://www.dlib.si/?URN=URN:NBN:SI:doc-7BRGYPL0","edm:aggregatedCHO":{"@rdf:resource":"URN:NBN:SI:doc-7BRGYPL0"},"edm:isShownBy":{"@rdf:resource":"http://www.dlib.si/stream/URN:NBN:SI:doc-7BRGYPL0/89334124-d89d-4abd-a232-d3abb73e91d2/PDF"},"edm:rights":{"@rdf:resource":"http://creativecommons.org/licenses/by/4.0/"},"edm:provider":"Slovenian National E-content Aggregator","edm:intermediateProvider":{"@xml:lang":"en","#text":"National and University Library of Slovenia"},"edm:dataProvider":{"@xml:lang":"sl","#text":"Univerza na Primorskem, Fakulteta za naravoslovje, matematiko in informacijske tehnologije"},"edm:object":{"@rdf:resource":"http://www.dlib.si/streamdb/URN:NBN:SI:doc-7BRGYPL0/maxi/edm"},"edm:isShownAt":{"@rdf:resource":"http://www.dlib.si/details/URN:NBN:SI:doc-7BRGYPL0"}}}}