Precise large deviations for the prospective-loss process

Authors
  • K Ng
  • Q. Tang
  • J. Yan
  • H. Yang
Publication date 2003
Journal Journal of Applied Probability
Volume | Issue number 40 | 2
Pages (from-to) 391-400
Number of pages 10
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Published at https://doi.org/10.1017/S0021900200019379
Permalink to this page
Back