Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time

Scandinavian Actuarial Journal

Volumn 1996, Issue 2, 1996, Pages 124-147

  Malinovskii, Vsevolod ^a  

^a STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

Author keywords

Anderson model; Finite time ruin probability; Large deviations; Low moment conditions

Indexed keywords

EID: 0346575588     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1996.10413968     Document Type: Article

References (23)

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