Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998): 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/10.1016/j.spl.2010.09.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972835380 / rank | |||
Normal rank | |||
Revision as of 01:43, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for estimators of unknown probabilities, with applications in risk theory |
scientific article |
Statements
Large deviations for estimators of unknown probabilities, with applications in risk theory (English)
0 references
14 January 2011
0 references
Varadhan's lemma
0 references
level crossing probability
0 references
compound Poisson process
0 references
Brownian motion
0 references
