Large deviations for risk processes with reinsurance (Q5754682)

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scientific article; zbMATH DE number 5181952
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    Large deviations for risk processes with reinsurance
    scientific article; zbMATH DE number 5181952

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      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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