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A large deviation estimate for ruin probabilities - MaRDI portal

A large deviation estimate for ruin probabilities (Q3142173)

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A large deviation estimate for ruin probabilities
scientific article

    Statements

    title
    A large deviation estimate for ruin probabilities (English)
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    author
    Boualem Djehiche
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    publication date
    12 December 1993
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    zbMATH Keywords
    martingales
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    general risk model
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    balance equation
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    compound Poisson process
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    deterministic drift
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    strong solution
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    Girsanov-type transformations
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    bounds
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    probability of ruin
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    Identifiers

    zbMATH DE Number
    445218
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    OpenAlex ID
    W1975973872
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