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Dynamic risk measures for stochastic asset processes from ruin theory
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- Journal:
- Annals of Actuarial Science / Volume 12 / Issue 2 / September 2018
- Published online by Cambridge University Press:
- 19 February 2018, pp. 249-268
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A general comparison theorem for backward stochastic differential equations
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- Journal:
- Advances in Applied Probability / Volume 42 / Issue 3 / September 2010
- Published online by Cambridge University Press:
- 01 July 2016, pp. 878-898
- Print publication:
- September 2010
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