A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
type: Item
instance of: scholarly article
title: A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
zbMATH Open document ID: 1178.60061
author: Claudio Macci
author: Giovanni Luca Torrisi
author: Ayalvadi J. Ganesh
published in: Queueing Systems
publication date: 2007-05-03T00:00:00Z
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5148950
zbMATH Keywords: Importance sampling
zbMATH Keywords: Large deviations
zbMATH Keywords: Poisson shot noise
zbMATH Keywords: Risk processes
zbMATH Keywords: Ruin probabilities
MaRDI profile type: Publication
full work available at URL: s11134-006-9000-y
OpenAlex ID: W2035607369
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DOI: 10.1007/S11134-006-9000-Y
description: scientific article; zbMATH DE number 5148950