A transient Cramér–Lundberg model with applications to credit risk (Q5152521)
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scientific article; zbMATH DE number 7400618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A transient Cramér–Lundberg model with applications to credit risk |
scientific article; zbMATH DE number 7400618 |
Statements
A transient Cramér–Lundberg model with applications to credit risk (English)
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24 September 2021
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Cramér-Lundberg process
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ruin probability
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large-deviation asymptotics
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importance sampling
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