Moderate- and large-deviation probabilities in actuarial risk theory (Q3210744): Difference between revisions
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Revision as of 14:58, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Moderate- and large-deviation probabilities in actuarial risk theory |
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Moderate- and large-deviation probabilities in actuarial risk theory (English)
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1989
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superposition
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actuarial risk-reserve process
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superposition of compound delayed-renewal processes
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collective risk theory
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non-stationarity of the portfolio age-structure
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probabilities of ruin
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strong approximation results
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large-deviation theorem
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non-Poisson claim-arrivals
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