Pages that link to "Item:Q947207"

The following pages link to A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207):

Displaying 9 items.

• Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
• 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)
• 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)
• A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)
• (Q3799443) (← links)
• The stability of the probability of ruin (Q5106731) (← links)