Saddlepoint approximations for the probability of ruin in finite time (Q4863016)
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scientific article; zbMATH DE number 840861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations for the probability of ruin in finite time |
scientific article; zbMATH DE number 840861 |
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Saddlepoint approximations for the probability of ruin in finite time (English)
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6 May 1996
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cumulant function
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saddlepoint approximations
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Cramer-Lundberg risk model
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double Laplace-Stieltjes transform
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ruin time
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exponentially distributed claims
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Gamma distributed claims
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