Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach (Q3651650)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach |
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Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach (English)
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11 December 2009
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down crossing inequality
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martingale
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ruin probability
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surplus process
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