Finite time ruin probabilities and martingales
Volume 2, Issue 1 (1991), pp. 3–32
Pub. online: 1 January 1991
Type: Research Article
Published
1 January 1991
1 January 1991
Abstract
In this paper we give an introduction to collective risk theory in its simplest form. Our aims are to indicate how some basic facts may be obtained by martingale methods and to point out some open problems