On risk reserve under distribution constraints (Q2718383)
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scientific article; zbMATH DE number 1606515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On risk reserve under distribution constraints |
scientific article; zbMATH DE number 1606515 |
Statements
On risk reserve under distribution constraints (English)
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24 March 2002
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martingales
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stochastic equations
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reserve process
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Girsanov's theorem
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viability
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