scientific article; zbMATH DE number 3978236

zbMATH Open0605.62127MaRDI QIDQ3742579FDOQ3742579

Authors: Franco Moriconi 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

risk modelsubmartingaleruin theoryembeddable submartingalesgain processadjustable gain processInequalities for ruin probabilitiesP-submartingales

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (6)

• The submartingale assumption in risk theory
• Risk theory in a stochastic economic environment
• Martingale applicate alla teoria del rischio: Processi di guadagno a submartingala e aggiustabilità
• The theory of risk and the ``players' ruin problem
• Classical risk theory in an economic environment
• Title not available (Why is that?)

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