Bivariate stopped-sum distributions using saddlepoint methods

DOI10.1016/J.SPL.2008.01.052MaRDI QIDQ947190zbMATH OpenOpenAlexFDO

Authors Ehab F. Abd-Elfattah

Publication date 29 September 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.052

zbMATH Keywords

bivariate saddlepoint approximationbivariate stopped-sum distributionPoisson stopped-sum family

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 3844884 (Why is no real title available?)
• scientific article; zbMATH DE number 3678816 (Why is no real title available?)
• scientific article; zbMATH DE number 3784098 (Why is no real title available?)
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• On Stochastic Evolution Equations with Stochastic Boundary Conditions
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• Saddlepoint Approximations with Applications
• Saddlepoint approximations
• Saddlepoint approximations for bivariate distributions
• Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
• Some interrelations among compound and generalized distributions
• Tail Probability Approximations
• Uniform saddlepoint approximations

Cited in

(2)

• Saddlepoint approximations for stopped-sum distributions
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