Maximum variation of total risk

DOI10.1016/0167-7152(95)00137-9zbMath0856.62093arXivmath/0404084OpenAlexW2000344168MaRDI QIDQ1922253

Robin Pemantle

Publication date: 15 September 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0404084

zbMATH Keywords

partial orderextra informationlife insurance policylifetime pay

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• On the speed of convergence in first-passage percolation
• Fluctuations of extensive functions of quenched random couplings
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