Classical risk theory in an economic environment
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Publication:1091069
DOI10.1016/0167-6687(87)90019-9zbMath0622.62098OpenAlexW2076544343WikidataQ56763793 ScholiaQ56763793MaRDI QIDQ1091069
J. Haezendonck, Freddy Delbaen
Publication date: 1987
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(87)90019-9
renewal theoryinflationmartingaleclassical risk processinterestsurplus processpremium calculation principlesbounds on ruin probabilitiesclassical adjustment coefficientinfluence of macro-economic factorsLundberg and Gerber bound
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Cites Work
- Inversed martingales in risk theory
- The submartingale assumption in risk theory
- Martingales in Markov processes applied to risk theory
- Ruin problems with compounding assets
- Martingale applicate alla teoria del rischio: Processi di guadagno a submartingala e aggiustabilità
- Martingales and insurance risk
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