Pages that link to "Item:Q267897"

The following pages link to Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897):

Displaying 10 items.

• Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
• A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
• A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
• Uncertainty quantification of stochastic simulation for black-box computer experiments (Q1739334) (← links)
• Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions (Q1930449) (← links)
• Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
• Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
• (Q3300168) (← links)
• The stability of the probability of ruin (Q5106731) (← links)
• (Q5869934) (← links)