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zbMath0611.62131MaRDI QIDQ3750880

J. Haezendonck, Freddy Delbaen

Publication date: 1986

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

zbMATH Keywords

Doob-Meyer decomposition Markov processes ruin theory inversed martingales optional sampling theorem classical risk theory Lundbergs inequality

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

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