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DOI10.3770/J.ISSN:1000-341X.2009.06.013zbMath1212.60028MaRDI QIDQ3054404

Peng Zhao, Fan Chao Kong

Publication date: 5 November 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

large deviations heavy-tailed distribution ruin probability generalized compound binomial risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Large deviations (60F10)

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