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Publication:3667818
zbMath0518.62085MaRDI QIDQ3667818
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic independencefirst passage timeruin probabilitiesentropy estimatesWald identityCramer- Lundberg estimate
Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)
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On the ruin probabilities in a general economic environment ⋮ Finite and infinite time ruin probabilities in a stochastic economic environment. ⋮ On the typical level crossing time and path
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