Ruin Theory Under the Submartingale Assumption
- 1 January 1986
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A note on the adjustment coefficient in ruin theoryInsurance: Mathematics and Economics, 1986
- Inversed martingales in risk theoryInsurance: Mathematics and Economics, 1985
- Martingales and ruin in a dynamical risk processScandinavian Actuarial Journal, 1977
- Embedding submartingales in wiener processes with drift, with applications to sequential analysisJournal of Applied Probability, 1969