A large deviation principle for the risk process with varying premium
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Publication:3610427
DOI10.1007/s11859-006-0082-5zbMath1174.60325OpenAlexW2355106964MaRDI QIDQ3610427
Hu, Yijun, Xiaoxia He, Ruixing Ming
Publication date: 6 March 2009
Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11859-006-0082-5
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Cites Work
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- Aspects of risk theory
- A large deviation estimate for ruin probabilities
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
- Probability of ruin with variable premium rate
- The Recurrence Classification of Risk and Storage Processes
- Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment
- Probability of ruin with variable premium rate in a Markovian environment
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