Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (Q4968524)
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scientific article; zbMATH DE number 7080607
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| English | Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions |
scientific article; zbMATH DE number 7080607 |
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Asymptotic expansions and saddlepoint approximations using the analytic continuation of moment generating functions (English)
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15 July 2019
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analytic continuation
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asymptotic expansion
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compound distribution
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Cramér-Lundberg approximation
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moment generating function
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Pollaczek-Khintchine formula
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ruin probability
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saddlepoint approximation
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Sparre Andersen
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steepest descent
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transform inversion
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Wilks' likelihood ratio test
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