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. 83-94 2007 55 Queueing Syst. 2 http://dx.doi.org/10.1007/s11134-006-9000-y db/journals/questa/questa55.html#GaneshMT07