On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach (Q3395770)
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scientific article; zbMATH DE number 5603463
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| English | On Risk Model with Dividends Payments Perturbed by a Brownian Motion – An Algorithmic Approach |
scientific article; zbMATH DE number 5603463 |
Statements
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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0.8772825
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0.8766991
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0.8739227
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0.8729982
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0.87048024
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0.86962295
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0.86527175
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