A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5148950
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling |
scientific article; zbMATH DE number 5148950 |
Statements
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (English)
0 references
3 May 2007
0 references
Importance sampling
0 references
Large deviations
0 references
Poisson shot noise
0 references
Risk processes
0 references
Ruin probabilities
0 references
0 references
0.8452913165092468
0 references
0.8028330206871033
0 references
0.8009611964225769
0 references
0.7975693941116333
0 references
0.7957021594047546
0 references
