Erratum to: ``A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion

DOI10.1016/j.spl.2008.11.017zbMath1464.41010OpenAlexW2007774034MaRDI QIDQ1012234

Publication date: 15 April 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.017

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Approximations to statistical distributions (nonasymptotic) (62E17)

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