Maximum variation of total risk
From MaRDI portal
Publication:1922253
DOI10.1016/0167-7152(95)00137-9zbMath0856.62093arXivmath/0404084MaRDI QIDQ1922253
Publication date: 15 September 1996
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0404084
62P05: Applications of statistics to actuarial sciences and financial mathematics
60G48: Generalizations of martingales
60G35: Signal detection and filtering (aspects of stochastic processes)
60G40: Stopping times; optimal stopping problems; gambling theory
Cites Work