Pages that link to "Item:Q3142173"
From MaRDI portal
The following pages link to A large deviation estimate for ruin probabilities (Q3142173):
Displaying 6 items.
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- Large deviations results for subexponential tails, with applications to insurance risk (Q1374626) (← links)
- An application of fractional differential equations to risk theory (Q2274229) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Ruin probability in the presence of risky investments (Q2490060) (← links)
- Large Deviations for a Damped Telegraph Process (Q3193134) (← links)