A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling

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., 55(2):83-94, 2007. [doi]

Abstract

Abstract is missing.