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<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.0 20120330//EN" "JATS-journalpublishing1.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" article-type="research-article"><front><journal-meta><journal-id journal-id-type="publisher-id">INFORMATICA</journal-id><journal-title-group><journal-title>Informatica</journal-title></journal-title-group><issn pub-type="epub">0868-4952</issn><issn pub-type="ppub">0868-4952</issn><publisher><publisher-name>VU</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="publisher-id">INF2101</article-id><article-id pub-id-type="doi">10.3233/INF-1991-2101</article-id><article-categories><subj-group subj-group-type="heading"><subject>Research article</subject></subj-group></article-categories><title-group><article-title>Finite time ruin probabilities and martingales</article-title></title-group><contrib-group><contrib contrib-type="Author"><name><surname>Grandell</surname><given-names>Jan</given-names></name><xref ref-type="aff" rid="j_INFORMATICA_aff_000"/></contrib><aff id="j_INFORMATICA_aff_000">Department of Mathematics, Royas Institute of Technology, S-10044 Stockholm, Sweden</aff></contrib-group><pub-date pub-type="epub"><day>01</day><month>01</month><year>1991</year></pub-date><volume>2</volume><issue>1</issue><fpage>3</fpage><lpage>32</lpage><abstract><p>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</p></abstract><kwd-group><label>Keywords</label><kwd>risk theory</kwd><kwd>ruin probabilities</kwd><kwd>martingales</kwd></kwd-group></article-meta></front></article>