A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion |
scientific article |
Statements
A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (English)
0 references
29 September 2008
0 references
0 references
0 references