Large deviations for the time of ruin (Q4944544)
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scientific article; zbMATH DE number 1419937
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large deviations for the time of ruin |
scientific article; zbMATH DE number 1419937 |
Statements
Large deviations for the time of ruin (English)
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6 November 2000
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ruin problem
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large deviations principle
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importance sampling
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0.8283693790435791
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0.8274902105331421
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0.8113228678703308
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0.8086538314819336
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0.8081308007240295
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