A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786)
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scientific article; zbMATH DE number 5148950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling |
scientific article; zbMATH DE number 5148950 |
Statements
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (English)
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3 May 2007
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Importance sampling
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Large deviations
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Poisson shot noise
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Risk processes
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Ruin probabilities
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