Precise large deviations for a customer-based individual risk model
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Publication:2431045
DOI10.1007/s10255-011-0050-5zbMath1216.91015MaRDI QIDQ2431045
Publication date: 8 April 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0050-5
precise large deviations; finite time ruin probability; (extended) regular variation; individual risk models
60F10: Large deviations
Cites Work
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