A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling

✍ Scribed by A. Ganesh; C. Macci; G. L. Torrisi

• Publisher: Springer US
• Year: 2007
• Tongue: English
• Weight: 458 KB
• Volume: 55
• Category: Article
• ISSN: 0257-0130
• DOI: 10.1007/s11134-006-9000-y