A large deviation estimate for ruin probabilities (Q3142173)
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scientific article; zbMATH DE number 445218
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| default for all languages | No label defined |
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| English | A large deviation estimate for ruin probabilities |
scientific article; zbMATH DE number 445218 |
Statements
A large deviation estimate for ruin probabilities (English)
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12 December 1993
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martingales
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general risk model
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balance equation
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compound Poisson process
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deterministic drift
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strong solution
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Girsanov-type transformations
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bounds
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probability of ruin
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0.8284393548965454
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0.8270635604858398
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0.8268685936927795
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0.8253010511398315
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0.8199636340141296
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