Large deviations for risk processes with reinsurance (Q5754682)
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scientific article; zbMATH DE number 5181952
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large deviations for risk processes with reinsurance |
scientific article; zbMATH DE number 5181952 |
Statements
Large deviations for risk processes with reinsurance (English)
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23 August 2007
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large deviations
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risk process
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reinsurance
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ruin probability
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Lundberg estimate
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Markov modulated risk model
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0.9441052
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0.91552776
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0.91324174
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0.9086239
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0.90812063
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0.9067559
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