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Article type: Research Article
Authors: Grandell, Jan
Affiliations: Department of Mathematics, Royas Institute of Technology, S-10044 Stockholm, Sweden
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
Keywords: risk theory, ruin probabilities, martingales
DOI: 10.3233/INF-1991-2101
Journal: Informatica, vol. 2, no. 1, pp. 3-32, 1991
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