Benjamin Baumgartner
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Benjamin Baumgartner Q267896
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion Methodology and Computing in Applied Probability | 2016-04-12 | Paper |
| Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
| A bootstrap test for the probability of ruin in the compound Poisson risk process ASTIN Bulletin | 2010-06-21 | Paper |
Research outcomes over time
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