MARTINGALE METHOD FOR RUIN PROBABILITY IN AN AUTOREGRESSIVE MODEL WITH CONSTANT INTEREST RATE

By Hailiang Yang, Lihong Zhang. Probability in the engineering and informational sciences (Print), 2003

48 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/e106dfadca3f9ee46e23b22d4c10cef97bd7b326