Large deviations for risk models in which each main claim induces a delayed claim (Q5485916)
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scientific article; zbMATH DE number 5051482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for risk models in which each main claim induces a delayed claim |
scientific article; zbMATH DE number 5051482 |
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Large deviations for risk models in which each main claim induces a delayed claim (English)
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4 September 2006
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large deviations
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risk model
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Lundberg's estimate
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ruin probabilities
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Markov modulation
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