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Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach - MaRDI portal

Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach (Q3651650)

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English
Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach
scientific article

    Statements

    title
    Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach (English)
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    author
    Kumer P. Das
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    publication date
    11 December 2009
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    zbMATH Keywords
    down crossing inequality
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    martingale
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    ruin probability
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    surplus process
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    Identifiers

    Mathematics Subject Classification ID
    60G46
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    91G10
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    91G99
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    zbMATH DE Number
    5645688
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    OpenAlex ID
    W1973767883
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