Padé approximants for finite time ruin probabilities
type: Item
instance of: scholarly article
title: Padé approximants for finite time ruin probabilities
zbMATH Open document ID: 1301.91020
author: Dong Xuan Tran
published in: Journal of Computational and Applied Mathematics
publication date: 2014-11-27T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 41A21
Mathematics Subject Classification ID: 65C99
zbMATH DE Number: 6374493
zbMATH Keywords: hyper-exponential
zbMATH Keywords: Padé approximants
zbMATH Keywords: matrix exponential representation
zbMATH Keywords: ruin probabilities
zbMATH Keywords: classical Cramer-Lundberg process
describes a project that uses: EMpht
MaRDI profile type: Publication
full work available at URL: j.cam.2014.09.009
OpenAlex ID: W2091442822
cites work: Q3838095
cites work: Robust Padé Approximation via SVD
cites work: An algorithm for computing a Padé approximant with minimal degree denominator
cites work: Padé-Legendre interpolants for Gibbs reconstruction
cites work: Q3227148
cites work: Characterizations of generalized hyperexponential distribution functions
cites work: Q5690364
cites work: Fitting with Matrix-Exponential Distributions
cites work: Computational methods in risk theory: a matrix-algorithmic approach
DOI: 10.1016/J.CAM.2014.09.009
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description: scientific article; zbMATH DE number 6374493