A discussion on Buhlmann's criterion for asset valuation.
type: Item
instance of: scholarly article
title: A discussion on Buhlmann's criterion for asset valuation.
zbMATH Open document ID: 1074.91540
DOI: 10.1016/S0167-6687(01)00100-7
author: Nan Wang
author: Wei Kwang Huang
author: Wankai Pang
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 2004009
zbMATH Keywords: Asset valuation
zbMATH Keywords: Ruin
zbMATH Keywords: Random walk
MaRDI profile type: Publication
cites work: Q3026011
cites work: Q5718250
cites work: Exact solutions for ruin probability in the presence of an absorbing upper barrier
cites work: Q5624436
cites work: When does the surplus reach a given target?
cites work: From ruin theory to pricing reset guarantees and perpetual put options
cites work: Q4098445
full work available at URL: s0167-6687(01)00100-7
OpenAlex ID: W2087276491
description: scientific article; zbMATH DE number 2004009