Classical risk theory in an economic environment-Reference-Cited by-同舟云学术

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Classical risk theory in an economic environment

Published:1987-04 Issue:2 Volume:6 Page:85-116
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Delbaen F.,Haezendonck J.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference13 articles.

1. Inversed martingales in risk theory;Delbaen;Insurance: Mathematics and Economics,1985

2. Martingales in Markov processes applied to risk theory;Delbaen;Insurance: Mathematics and Economics,1986

3. Martingales in risk theory;Gerber;Mitteilungen der Vereinigung Schweizerischer Versicherung Mathematiker,1973

4. An introduction to mathematical risk theory;Gerber,1979

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