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

MaRDI QIDQ3501301zbMATH OpenFDO

Authors Xiao Wei, Jinyou Yu, Yijun Hu

Publication date 3 June 2008

zbMATH Keywords

Brownian motionprecise large deviations

Mathematics Subject Classification ID

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

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(3)

• Large deviation of a perturbed risk model with heavy-tailed claims and variable premium rates
• scientific article; zbMATH DE number 5307805 (Why is no real title available?)
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