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zbMath1322.91051MaRDI QIDQ3195086

Kumer P. Das

Publication date: 21 October 2015

Full work available at URL: http://japs.isoss.net/may10.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingale ruin probability Pareto distribution Cramér-Lundberg condition surplus process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with continuous parameter (60G44) Portfolio theory (91G10)

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