Pages that link to "Item:Q3696357"

The following pages link to Approximations for compound Poisson and Pólya processes (Q3696357):

Displaying 21 items.

• Approximations for stop-loss premiums (Q578833) (← links)
• Saddlepoint approximations for Studentized compound Poisson sums with no moment conditions in audit sampling (Q625948) (← links)
• Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
• A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
• Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
• Bivariate stopped-sum distributions using saddlepoint methods (Q947190) (← links)
• On suprema of Lévy processes with light tails (Q963037) (← links)
• On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
• The adjustment function in ruin estimates under interest force (Q1381145) (← links)
• Asymptotic expansion for the distribution density function of the compound Poisson process in large deviations (Q1692251) (← links)
• Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
• The density of multivariate \(M\)-estimates. (Q1848778) (← links)
• An improved saddlepoint approximation based on the negative binomial distribution for the general birth process (Q1855614) (← links)
• Ruin estimates under interest force (Q1902621) (← links)
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592) (← links)
• Some applications of the fast Fourier transform algorithm in insurance mathematics This paper is dedicated to Professor W. S. Jewell on the occasion of his 60th birthday (Q4036292) (← links)
• Upper bounds for the tail of the compound negative binomial distribution (Q4367768) (← links)
• Asymptotic expansions at work (Q4844225) (← links)
• Tail Asymptotics of the M/G/∞ Model (Q4906408) (← links)
• Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)
• A Conversation With Paul Embrechts (Q6064127) (← links)