Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 167704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Saddlepoint approximations to the distribution of the total claim amount in some recent risk models |
scientific article; zbMATH DE number 167704 |
Statements
Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (English)
0 references
16 May 1993
0 references
compound sum
0 references
conjugate distribution
0 references
log-concave density
0 references
tail probability
0 references
risk theory
0 references
total claim amount
0 references
saddlepoint approximation
0 references
Esscher approximation
0 references
claim process
0 references
Gaussian random variable
0 references
fluctuations in the premium
0 references
Poisson sums
0 references
inflationary conditions
0 references
Markov modulated risk process
0 references
claim amount distribution
0 references
lattice distribution
0 references
0.8261932
0 references
0.8166708
0 references
0.8108609
0 references
0 references
0.8040363
0 references
0.8029414
0 references
0.80203354
0 references
