The estimation of ruin probability has been the central topic in insurance risk theory. In this paper we study the asymptotic behavior of the probability of ruin and the probability that ruin occurs before the end of planning years in the compound Poisson model. The exponential bounds for both probabilities are found to be functions of the rate function in traditional large deviation theory.
"On the Probability and the Time of Insurance Ruin." Missouri J. Math. Sci. 20 (2) 85 - 93, May 2008. https://doi.org/10.35834/mjms/1316032809