Moderate- and large-deviation probabilities in actuarial risk theory (Q3210744): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 10:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate- and large-deviation probabilities in actuarial risk theory |
scientific article |
Statements
Moderate- and large-deviation probabilities in actuarial risk theory (English)
0 references
1989
0 references
superposition
0 references
actuarial risk-reserve process
0 references
superposition of compound delayed-renewal processes
0 references
collective risk theory
0 references
non-stationarity of the portfolio age-structure
0 references
probabilities of ruin
0 references
strong approximation results
0 references
large-deviation theorem
0 references
non-Poisson claim-arrivals
0 references
