Two applications of discrete time martingales

MaRDI QIDQ2859946zbMATH OpenFDO

Authors Jing Yu, Chunsheng Zhang

Publication date 19 November 2013

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

zbMATH Keywords

random walkinsurancediscrete-time martingaleactuarial sciences

Mathematics Subject Classification ID

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

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Cited in

(1)

• Applications of martingale methods

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