Large deviation bounds for ruin probability estimators in some risk models with dependence

Details

Request a copyRequest a copy
Serval ID
serval:BIB_28892262CC78
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Production externe
Title
Large deviation bounds for ruin probability estimators in some risk models with dependence
Title of the conference
Proceedings of the Fourth Int. Workshop on Applied Probability, Compiegne
Author(s)
Albrecher H., Macci C.
Publication state
Published
Issued date
2008
Peer-reviewed
Oui
Language
english
Create date
01/07/2009 10:16
Last modification date
20/08/2019 14:08
Usage data