Large deviations for the time of ruin (Q4944544)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 1419937
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviations for the time of ruin |
scientific article; zbMATH DE number 1419937 |
Statements
Large deviations for the time of ruin (English)
0 references
6 November 2000
0 references
ruin problem
0 references
large deviations principle
0 references
importance sampling
0 references
0.8283693790435791
0 references
0.8274902105331421
0 references
0.8113228678703308
0 references
0.8086538314819336
0 references
0.8081308007240295
0 references
