Large deviations for the stochastic present value of aggregate claims in the renewal risk model (Q893915)
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scientific article; zbMATH DE number 6512836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for the stochastic present value of aggregate claims in the renewal risk model |
scientific article; zbMATH DE number 6512836 |
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Large deviations for the stochastic present value of aggregate claims in the renewal risk model (English)
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23 November 2015
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large deviations
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geometric Lévy process
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renewal risk model
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aggregate claims
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stochastic present value
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regular variation
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