Sample path large and moderate deviations for risk model with delayed claims
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Publication:659097
DOI10.1016/J.INSMATHECO.2009.04.002zbMATH Open1231.91186OpenAlexW2062250367MaRDI QIDQ659097FDOQ659097
Authors: Fuqing Gao, Jun Yan 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.04.002
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- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
- Large deviations for risk processes with reinsurance
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Cited In (5)
- Functional Large Deviations and Moderate Deviations for Markov-Modulated Risk Models with Reinsurance
- Sample-path large deviations in credit risk
- Large deviation of a partly shifted risk process
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
- Large deviations for risk models in which each main claim induces a delayed claim
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