Two applications of discrete time martingales

zbMATH Open1289.60081MaRDI QIDQ2859946FDOQ2859946

Authors: Jing Yu, Chunsheng Zhang 

Publication date: 19 November 2013

Published in: Acta Scientiarum Naturalium Universitatis Nankaiensis (Search for Journal in Brave)

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zbMATH Keywords

random walkinsurancediscrete-time martingaleactuarial sciences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50)

Cited In (1)

• Applications of martingale methods

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