Large deviations and finite-time ruin probabilities for perturbed risk models with variable premium rates

zbMATH Open1150.91450MaRDI QIDQ3501301FDOQ3501301

Authors: Xiao Wei, Jinyou Yu, Yijun Hu 

Publication date: 3 June 2008

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zbMATH Keywords

Brownian motionprecise large deviations

Mathematics Subject Classification ID

Large deviations (60F10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (3)

• Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates
• Title not available (Why is that?)
• Large deviations and finite time ruin probabilities for generalized renewal risk models

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