Ruin probabilities via local adjustment coefficients
type: Item
instance of: scholarly article
title: Ruin probabilities via local adjustment coefficients
zbMATH Open document ID: 0834.60099
DOI: 10.2307/3215126
author: Hanne Mandrup Nielsen
author: Søren Asmussen
published in: Journal of Applied Probability
publication date: 1996-02-01T00:00:00Z
Mathematics Subject Classification ID: 60K30
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 826899
zbMATH Keywords: fast simulation
zbMATH Keywords: large deviations
zbMATH Keywords: Lundberg inequality
zbMATH Keywords: martingale
zbMATH Keywords: rare events
zbMATH Keywords: slow Markov walk
zbMATH Keywords: storage process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/3215126
OpenAlex ID: W4246386911
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description: scientific article; zbMATH DE number 826899