scientific article; zbMATH DE number 3988569

zbMATH Open0611.62131MaRDI QIDQ3750880FDOQ3750880

Authors: Freddy Delbaen, J. Haezendonck 

Publication date: 1986

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

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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)

Cited In (7)

• The submartingale assumption in risk theory
• Long-Term Risk: A Martingale Approach
• Two applications of discrete time martingales
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• Inversed martingales in risk theory
• Martingales in Markov processes applied to risk theory
• A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations

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