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"A class of risk processes with reserve-dependent premium rate: sample path ..."

Ayalvadi J. Ganesh, Claudio Macci, Giovanni Luca Torrisi (2007)

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DOI: 10.1007/S11134-006-9000-Y

access: closed

type: Journal Article

metadata version: 2022-10-02

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Ayalvadi J. Ganesh, Claudio Macci, Giovanni Luca Torrisi:
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling. Queueing Syst. Theory Appl. 55(2): 83-94 (2007)

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