Ruin probabilities via local adjustment coefficients (Q4858680)
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scientific article; zbMATH DE number 826899
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| default for all languages | No label defined |
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| English | Ruin probabilities via local adjustment coefficients |
scientific article; zbMATH DE number 826899 |
Statements
Ruin probabilities via local adjustment coefficients (English)
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1 February 1996
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fast simulation
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large deviations
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Lundberg inequality
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martingale
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rare events
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slow Markov walk
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storage process
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0.92451954
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0.90586627
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0.90224665
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0.89918566
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0.89823735
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0.8907439
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0.8898891
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