Saddlepoint approximations for the probability of ruin in finite time (Q4863016)
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scientific article; zbMATH DE number 840861
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| English | Saddlepoint approximations for the probability of ruin in finite time |
scientific article; zbMATH DE number 840861 |
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Saddlepoint approximations for the probability of ruin in finite time (English)
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6 May 1996
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cumulant function
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saddlepoint approximations
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Cramer-Lundberg risk model
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double Laplace-Stieltjes transform
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ruin time
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exponentially distributed claims
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Gamma distributed claims
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0.9044895768165588
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0.8783538937568665
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0.8604077696800232
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0.842083752155304
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