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  • Large Deviation Estimate in Ruin Theory
    in Ruin Theory The main purpose of this paper is to study the ruin probabilities of insurance surplus ... surplus process over an extended period of time. The traditional large deviation techniques are used to obtain ...

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    • Authors: Jinhua Tao
    • Date: Jan 1997
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods