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20142026
most citedA characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles

7 citations · 8 across the 7 of their papers we have counts for

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math.PR2017★ 7 cited

A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles

Nikolaos D. Macheras, Spyridon M. Tzaninis

Generalizing earlier work of Delbaen and Haezendonck for given compound renewal process under a probability measure we characterize all probability measures on the doma…