Large deviations for generalized compound Poisson risk models and its bankruptcy moments
type: Item
instance of: scholarly article
title: Large deviations for generalized compound Poisson risk models and its bankruptcy moments
zbMATH Open document ID: 1065.60024
published in: Science in China. Series A
publication date: 2005-05-23T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2170607
zbMATH Keywords: ruin probability
zbMATH Keywords: (generalized) compound Poisson risk model
zbMATH Keywords: large deviations
author: Yijun Hu
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2170607