Benjamin Baumgartner

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Person:267896

Available identifiers

zbMath Open baumgartner.benjaminMaRDI QIDQ267896

List of research outcomes





PublicationDate of PublicationType
Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion2016-04-12Paper
Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods2014-12-05Paper
A bootstrap test for the probability of ruin in the compound Poisson risk process2010-06-21Paper

Research outcomes over time

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