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DOI10.3969/J.ISSN.1005-3085.2015.06.015zbMATH Open1349.91139MaRDI QIDQ2992316

Lijuan He, Chengyong Wang, Kai Zhang

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

zbMATH Keywords

stopping time martingale ruin probability proportional reinsurance couple Cox process

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40)

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