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Ruin probabilities. Smoothness, bounds, supermartingale approach - MaRDI portal

Ruin probabilities. Smoothness, bounds, supermartingale approach (Q2825531)

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scientific article; zbMATH DE number 6638362
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Ruin probabilities. Smoothness, bounds, supermartingale approach
scientific article; zbMATH DE number 6638362

    Statements

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    13 October 2016
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    ruin probabilities
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    supermartingale
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    smoothness of survival probabilities
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    Ruin probabilities. Smoothness, bounds, supermartingale approach (English)
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    Identifiers

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