Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions (Q3391780): Difference between revisions

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+On the Laguerre Method for Numerically Inverting Laplace Transforms
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+On a gamma series expansion for the time-dependent probability of collective ruin
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+Erlangian Approximations for Finite-Horizon Ruin Probabilities
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+Closed form summation for classical distributions: variations on a theme of de Moivre
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+Foundations of Modern Probability
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+Laguerre transformation as a tool for the numerical solution of integral equations of convolution type
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+Evaluation of the total time in system in a preempt/resume priority queue via a modified Lindley process
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+Ruin theory with stochastic return on investments
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+Optimal choice of dividend barriers for a risk process with stochastic return on investments
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+On Cramér-like asymptotics for risk processes with stochastic return on investments
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+Stability analysis of second-order fluid flow models in a stationary ergodic environment
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+A second-order Markov-modulated fluid queue with linear service rate
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+Ruin estimates under interest force
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+Representation and explicit calculation of Finite-time ruin probabilities
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+Euler and his work on infinite series
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