Large deviations for a model of excess of loss re-insurance (Q3591580)
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scientific article; zbMATH DE number 5189848
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| English | Large deviations for a model of excess of loss re-insurance |
scientific article; zbMATH DE number 5189848 |
Statements
11 September 2007
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fluid approximation
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large deviations
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optimal trajectories
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ruin time
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risk models
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0.8633261919021606
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0.8083468079566956
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0.807383120059967
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0.8042318820953369
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