Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (Q4968524)
From MaRDI portal
scientific article; zbMATH DE number 7080607
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions |
scientific article; zbMATH DE number 7080607 |
Statements
Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (English)
0 references
15 July 2019
0 references
analytic continuation
0 references
asymptotic expansion
0 references
compound distribution
0 references
Cramér-Lundberg approximation
0 references
moment generating function
0 references
Pollaczek-Khintchine formula
0 references
ruin probability
0 references
saddlepoint approximation
0 references
Sparre Andersen
0 references
steepest descent
0 references
transform inversion
0 references
Wilks' likelihood ratio test
0 references
0 references
0 references
0 references
0 references
