Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance (Q3535638)
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scientific article; zbMATH DE number 5365533
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| English | Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance |
scientific article; zbMATH DE number 5365533 |
Statements
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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0.8792175650596619
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0.864137589931488
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0.8568679690361023
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0.8019943237304688
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0.8017983436584473
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