Large deviations for the time of ruin (Q4944544)

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scientific article; zbMATH DE number 1419937
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Large deviations for the time of ruin
scientific article; zbMATH DE number 1419937

    Statements

    title
    Large deviations for the time of ruin (English)
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    author
    Harri Nyrhinen
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    publication date
    6 November 2000
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    zbMATH Keywords
    ruin problem
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    large deviations principle
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    importance sampling
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    Identifiers

    zbMATH DE Number
    1419937
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    OpenAlex ID
    W2102845033
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