A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
type: Item
instance of: scholarly article
title: A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
zbMATH Open document ID: 1151.41314
author: Riccardo Gatto
published in: Statistics \& Probability Letters
publication date: 2008-09-29T00:00:00Z
Mathematics Subject Classification ID: 41A60
Mathematics Subject Classification ID: 62E17
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5348309
MaRDI profile type: Publication
full work available at URL: j.spl.2008.01.072
OpenAlex ID: W1998494817
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DOI: 10.1016/J.SPL.2008.01.072
description: scientific article; zbMATH DE number 5348309