Application of Martingales in Risk Theory View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1986

AUTHORS

F. Delbaen , J. Haezendonck

ABSTRACT

In this paper we introduce two types of martingales and we show how they can be used in order to extend known results in classical risk theory.

PAGES

119-127

Book

TITLE

Insurance and Risk Theory

ISBN

978-94-010-8553-3
978-94-009-4620-0

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-94-009-4620-0_5

DOI

http://dx.doi.org/10.1007/978-94-009-4620-0_5

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1051164646


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