Classical risk theory in an economic environment
- 1 April 1987
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 6 (2) , 85-116
- https://doi.org/10.1016/0167-6687(87)90019-9
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- The submartingale assumption in risk theoryInsurance: Mathematics and Economics, 1986
- Martingales in Markov processes applied to risk theoryInsurance: Mathematics and Economics, 1986
- Inversed martingales in risk theoryInsurance: Mathematics and Economics, 1985
- Probability of Ruin under Inflationary Conditions or under Experience RatingASTIN Bulletin, 1979
- The Theory of Insurance Risk Premiums—A Re-Examination in the Light of Recent Developments in Capital Market TheoryASTIN Bulletin, 1979
- Ruin problems with compounding assetsStochastic Processes and their Applications, 1977