Large deviations for the time of ruin (Q4944544)
From MaRDI portal
scientific article; zbMATH DE number 1419937
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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
