A large deviation estimate for ruin probabilities (Q3142173): Difference between revisions
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Revision as of 10:52, 5 March 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)
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12 December 1993
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martingales
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general risk model
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balance equation
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compound Poisson process
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deterministic drift
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strong solution
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Girsanov-type transformations
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bounds
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probability of ruin
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