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The use of vector-valued martingales in risk theory

✍ Scribed by Andrei Badescu; Lothar Breuer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Problem of Embedding Vector-Valued M

✍ Monrad, D.; Philipp, W. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 417 KB

Vector-valued walsh-paley martingales an

✍ J. Wenzel 📂 Article 📅 1997 🏛 The Hebrew University Magnes Press 🌐 English ⚖ 568 KB

On a vector-valued integral in the “nonc

✍ A.S Holevo 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 165 KB

Modulation Theory for the Blowup of Vect

✍ S. Filippas; F. Merle 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 773 KB

AND Frank MERle Universite Cergy Pontoise and Universite Paris VI, 75230 Paris Cedex, France

Pitfalls and Opportunities in the Use of

✍ Diebold, Francis X.; Schuermann, Til; Stroughair, John D. 📂 Article 📅 2000 🏛 Emerald Group Publishing Limited 🌐 English ⚖ 530 KB

A general model in risk theory An applic

✍ Raimund Rhiel 📂 Article 📅 1987 🏛 Springer-Verlag 🌐 German ⚖ 637 KB