Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (Q3535638)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance |
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Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (English)
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13 November 2008
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Markov-modulated risk model
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large deviations
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moderate deviations
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Lundberg's estimate
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