scientific article; zbMATH DE number 3978236

MaRDI QIDQ3742579zbMATH OpenFDO

Authors Franco Moriconi

Publication date 1986

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)

Recommendations

• scientific article; zbMATH DE number 3940564
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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
• Classical risk theory in an economic environment
• The theory of risk and the ``players' ruin problem
• scientific article; zbMATH DE number 3940564 (Why is no real title available?)

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