A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
A. Ganesh, C. Macci, G. L. TorrisiVolume:
55
Language:
english
Pages:
12
DOI:
10.1007/s11134-006-9000-y
Date:
February, 2007
File:
PDF, 458 KB
english, 2007