Approximations for Finite Horizon Ruin Probabilities in the Renewal Model (Q4512136): Difference between revisions

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+https://doi.org/10.1080/03461239950132606
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+W1970472647
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+Approximations for the probability of ruin within finite time
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+Phase-type representations in random walk and queueing problems
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+Computational methods in risk theory: a matrix-algorithmic approach
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+Approximations and upper bounds on probabilities of large deviations in the problem of ruin within finite time
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+Corrected diffusion approximations in certain random walk problems
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