Large deviation results for generalized compound negative binomial risk models (Q1036907)
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scientific article; zbMATH DE number 5632901
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| English | Large deviation results for generalized compound negative binomial risk models |
scientific article; zbMATH DE number 5632901 |
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Large deviation results for generalized compound negative binomial risk models (English)
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13 November 2009
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Poisson process
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negative binomial sequence
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large deviation
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heavy-tailed distribution
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ruin probability
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0.9420925974845886
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0.8853643536567688
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0.8719015717506409
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0.8719015717506409
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