Approximations for compound Poisson and Pólya processes (Q3696357)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximations for compound Poisson and Pólya processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for compound Poisson and Pólya processes |
scientific article |
Statements
Approximations for compound Poisson and Pólya processes (English)
0 references
1985
0 references
ruin theory
0 references
compound Poisson processes
0 references
asymptotic expansions
0 references
portfolio
0 references
Pólya process
0 references
asymptotic saddle-point expansions
0 references
Esscher approximation
0 references
