Large deviations for the time of ruin (Q4944544): Difference between revisions
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Latest revision as of 02:20, 20 March 2024
scientific article; zbMATH DE number 1419937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for the time of ruin |
scientific article; zbMATH DE number 1419937 |
Statements
Large deviations for the time of ruin (English)
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6 November 2000
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ruin problem
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large deviations principle
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importance sampling
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