English, Article edition: Sample path large and moderate deviations for risk model with delayed claims Gao, Fuqing; Yan, Jun

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Bookmark: http://trove.nla.gov.au/version/10998
Physical Description
  • article
Language
  • English

Edition details

Title
  • Sample path large and moderate deviations for risk model with delayed claims
Author
  • Gao, Fuqing
  • Yan, Jun
Physical Description
  • article
Notes
  • Sample path large and moderate deviation principles for Markov modulated risk models with delayed claims are proved by the exponential martingale method. As applications, asymptotic estimates and exponential bounds of the ruin probability are also studied.
  • Large deviations Moderate deviations Risk model with delayed claims
  • RePEc:eee:insuma:v:45:y:2009:i:1:p:74-80
Language
  • English
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