Publication:3742579
From MaRDI portal
zbMath0605.62127MaRDI QIDQ3742579
Publication date: 1986
ruin theory; risk model; submartingale; embeddable submartingales; gain process; adjustable gain process; Inequalities for ruin probabilities; P-submartingales
62P05: Applications of statistics to actuarial sciences and financial mathematics
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The submartingale assumption in risk theory, Classical risk theory in an economic environment, Risk theory in a stochastic economic environment