Geodesic
On risk reserve under distribution constraints
Discussiones Mathematicae. Probability and Statistics, Tome 20 (2000) no. 2, pp. 249-260.

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The purpose of this work is a study of the following insurance reserve model:
Keywords: martingales, stochastic equations, reserve process, Girsanov`s theorem, viability 
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Michta, Mariusz. On risk reserve under distribution constraints. Discussiones Mathematicae. Probability and Statistics, Tome 20 (2000) no. 2, pp. 249-260. http://geodesic.mathdoc.fr/item/DMPS_2000_20_2_a6/

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