On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach |
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On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (English)
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13 September 2009
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Wald martingale
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stopping time
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optional sampling theorem
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Kella and Whitt martingale
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