Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Saddlepoint approximations to the distribution of the total claim amount in some recent risk models |
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Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (English)
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16 May 1993
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compound sum
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conjugate distribution
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log-concave density
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tail probability
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risk theory
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total claim amount
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saddlepoint approximation
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Esscher approximation
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claim process
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Gaussian random variable
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fluctuations in the premium
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Poisson sums
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inflationary conditions
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Markov modulated risk process
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claim amount distribution
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lattice distribution
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