A large deviation estimate for ruin probabilities (Q3142173): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:52, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A large deviation estimate for ruin probabilities |
scientific article |
Statements
A large deviation estimate for ruin probabilities (English)
0 references
12 December 1993
0 references
martingales
0 references
general risk model
0 references
balance equation
0 references
compound Poisson process
0 references
deterministic drift
0 references
strong solution
0 references
Girsanov-type transformations
0 references
bounds
0 references
probability of ruin
0 references
