Martingale applicate alla teoria del rischio: Processi di guadagno a submartingala e aggiustabilità

DOI10.1007/BF02086005zbMath0532.90010OpenAlexW2084821715MaRDI QIDQ3315225

Franco Moriconi

Publication date: 1983

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02086005

zbMATH Keywords

probability of ruininsurance contractadjustable submartingale return processesmarket of independent risksnon-life insurance market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48) Operations research and management science (90B99)

Related Items (1)

Classical risk theory in an economic environment

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