Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large deviations for estimators of unknown probabilities, with applications in risk theory
scientific article

    Statements

    Large deviations for estimators of unknown probabilities, with applications in risk theory (English)
    0 references
    0 references
    14 January 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Varadhan's lemma
    0 references
    level crossing probability
    0 references
    compound Poisson process
    0 references
    Brownian motion
    0 references
    0 references