Martingales and insurance risk (Q3831908)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales and insurance risk |
scientific article |
Statements
Martingales and insurance risk (English)
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1989
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risk theory
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risk process
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Dynkin's identity
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optional stopping theorem
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probability of ruin
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bounds of Lundberg type
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periodical claim arrival intensities
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premiums
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renewal-type arrivals
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claim sizes
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optimal barrier strategies
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