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Martingales in Markov processes applied to risk theory
Delbaen, Freddy - In: Insurance / Mathematics & economics 5 (1986) 3, pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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Fairness principles for insurance contracts in the presence of default risk
Coculescu, Delia; Delbaen, Freddy - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 595-626
Persistent link: https://www.econbiz.de/10013164563
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Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
Goovaerts, Michael J.; Vylder, F. de - 1982
Persistent link: https://www.econbiz.de/10002493477
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Upper bounds for ruin probabilities in a new general risk model by the martingales method
Vylder, F. de; Goovaerts, M. - 1981
Persistent link: https://www.econbiz.de/10003006141