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Q3667818 - MaRDI portal

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scientific article
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scientific article

    Statements

    author
    Anders Martin-Löf
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    publication date
    1983
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    zbMATH Keywords
    entropy estimates
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    ruin probabilities
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    first passage time
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    Cramer- Lundberg estimate
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    Wald identity
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    asymptotic independence
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60F05
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    60G50
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    60F10
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    zbMATH DE Number
    3820960
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