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The following pages link to A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207):
Displaying 3 items.
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Moment and polynomial bounds for ruin-related quantities in risk theory (Q2672152) (← links)
- A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)