Martingale results in risk theory with a view to ruin probabilities and diffusions (Q4695023): Difference between revisions

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+https://doi.org/10.1080/03461238.1992.10413904
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+W4248082180
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+Exponential inequalities for ruin probabilities in the Cox case
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@@ Property / cites work @@
+Martingales and insurance risk
@@ Property / cites work: Martingales and insurance risk / rank @@
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@@ Property / cites work @@
+Martingales in Markov processes applied to risk theory
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+Classical risk theory in an economic environment
@@ Property / cites work: Classical risk theory in an economic environment / rank @@
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+Q3721531
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+Q3868650
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+Q3774629
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+Asymptotic results for the risk process based on marked point processes
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+Q3763296
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+A general risk process and its properties
@@ Property / cites work: A general risk process and its properties / rank @@
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