scientific article; zbMATH DE number 193567

MaRDI QIDQ4040367zbMATH OpenFDO

Authors Albert N. Shiryaev

Publication date 5 June 1993

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Foundations of probability theory (60Axx) Probability theory on algebraic and topological structures (60Bxx) Distribution theory (60Exx) Limit theorems in probability theory (60Fxx) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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• A stochastic interest model with an application to insurance
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