A large deviation estimate for ruin probabilities (Q3142173): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461238.1993.10413912 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1975973872 / rank | |||
Normal rank | |||
Revision as of 23:01, 19 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)
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
