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Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions - MaRDI portal

Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions (Q6115888)

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scientific article; zbMATH DE number 7725435
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Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions
scientific article; zbMATH DE number 7725435

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    Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions (English)
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    10 August 2023
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    compound distribution
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    Pollaczek-Khintchine formula
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    ruin probabilities
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    semi-Markov process
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