Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time (Q4715563)
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scientific article; zbMATH DE number 946638
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| English | Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time |
scientific article; zbMATH DE number 946638 |
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Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time (English)
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11 June 1997
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finite time ruin probability
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Andersen's risk model
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asymptotic expression
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upper bounds
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probabilities of ruin
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probabilities of large deviations
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stopped random walks
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low moment conditions
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0.8389943838119507
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0.8362449407577515
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0.8327573537826538
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0.8304321765899658
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