Pages that link to "Item:Q4151054"
From MaRDI portal
The following pages link to Martingales and ruin in a dynamical risk process (Q4151054):
Displayed 7 items.
- Finite non-homogeneous semi-Markov processes: Theoretical and computational aspects (Q797921) (← links)
- The submartingale assumption in risk theory (Q1087293) (← links)
- Upper bounds for ruin probabilities in a new general risk model, by the martingales method (Q1171859) (← links)
- Statistical tests of stochastic process models used in the financial theory of insurance companies (Q1921987) (← links)
- Probabilities of ruin (Q3667817) (← links)
- A general model in risk theory. An application of modern martingale theory. Part one: Theoretic foundations (Q3790513) (← links)
- A numerical comment on an upper bound for ruin probabilities (Q4745187) (← links)