Large deviations for risk processes with reinsurance (Q5754682)
From MaRDI portal
scientific article; zbMATH DE number 5181952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for risk processes with reinsurance |
scientific article; zbMATH DE number 5181952 |
Statements
Large deviations for risk processes with reinsurance (English)
0 references
23 August 2007
0 references
large deviations
0 references
risk process
0 references
reinsurance
0 references
ruin probability
0 references
Lundberg estimate
0 references
Markov modulated risk model
0 references
0 references
