A large deviation estimate for ruin probabilities (Q3142173): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/03461238.1993.10413912
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+W1975973872
@@ Property / OpenAlex ID: W1975973872 / rank @@
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@@ Property / cites work @@
+Ruin probabilities expressed in terms of storage processes
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@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+The Stationary Distribution and First Exit Probabilities of a Storage Process with General Release Rule
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+The Recurrence Classification of Risk and Storage Processes
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@@ Property / cites work @@
+Asymptotic probabilities and differential equations
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997055
@@ Property / cites work: Q3997055 / rank @@
+Normal rank