Ruin probabilities via local adjustment coefficients (Q4858680)
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scientific article; zbMATH DE number 826899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities via local adjustment coefficients |
scientific article; zbMATH DE number 826899 |
Statements
Ruin probabilities via local adjustment coefficients (English)
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1 February 1996
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fast simulation
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large deviations
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Lundberg inequality
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martingale
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rare events
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slow Markov walk
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storage process
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