Large deviations for estimators of unknown probabilities, with applications in risk theory (Q617998)
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English | Large deviations for estimators of unknown probabilities, with applications in risk theory |
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Large deviations for estimators of unknown probabilities, with applications in risk theory (English)
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14 January 2011
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Varadhan's lemma
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level crossing probability
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compound Poisson process
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Brownian motion
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