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Publication:3026110
zbMATH Open0624.62098MaRDI QIDQ3026110
Author name not available (Why is that?)
Publication date: 1987
Title of this publication is not available (Why is that?)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)
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Properties and numerical evaluation of the Rosenblatt distribution ⋮ On the use of QUADPACK for the calculation of risk theoretical quantities ⋮ Numerical study of higher order analogues of the Tracy–Widom distribution
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