Martingale results in risk theory with a view to ruin probabilities and diffusions

Research output: Contribution to journalJournal articleResearchpeer-review

Standard

Martingale results in risk theory with a view to ruin probabilities and diffusions. / Møller, Christian Max.

In: Scandinavian Actuarial Journal, No. 2, 1992, p. 123-139.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Møller, CM 1992, 'Martingale results in risk theory with a view to ruin probabilities and diffusions', Scandinavian Actuarial Journal, no. 2, pp. 123-139.

APA

Møller, C. M. (1992). Martingale results in risk theory with a view to ruin probabilities and diffusions. Scandinavian Actuarial Journal, (2), 123-139.

Vancouver

Møller CM. Martingale results in risk theory with a view to ruin probabilities and diffusions. Scandinavian Actuarial Journal. 1992;(2):123-139.

Author

Møller, Christian Max. / Martingale results in risk theory with a view to ruin probabilities and diffusions. In: Scandinavian Actuarial Journal. 1992 ; No. 2. pp. 123-139.

Bibtex

@article{5e61033074cf11dbbee902004c4f4f50,
title = "Martingale results in risk theory with a view to ruin probabilities and diffusions",
abstract = "Statistik, matematisk",
author = "M{\o}ller, {Christian Max}",
year = "1992",
language = "English",
pages = "123--139",
journal = "Scandinavian Actuarial Journal",
issn = "0346-1238",
publisher = "Taylor & Francis Scandinavia",
number = "2",

}

RIS

TY - JOUR

T1 - Martingale results in risk theory with a view to ruin probabilities and diffusions

AU - Møller, Christian Max

PY - 1992

Y1 - 1992

N2 - Statistik, matematisk

AB - Statistik, matematisk

M3 - Journal article

SP - 123

EP - 139

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

SN - 0346-1238

IS - 2

ER -

ID: 277797