scientific article; zbMATH DE number 3988569

MaRDI QIDQ3750880zbMATH OpenFDO

Authors Freddy Delbaen, J. Haezendonck

Publication date 1986

zbMATH Keywords

Doob-Meyer decompositionMarkov processesruin theoryinversed martingalesoptional sampling theoremclassical risk theoryLundbergs inequality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

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