On moments based Padé approximations of ruin probabilities
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Publication:2431353
DOI10.1016/j.cam.2011.01.008zbMath1209.91076OpenAlexW2025969189WikidataQ62048458 ScholiaQ62048458MaRDI QIDQ2431353
Publication date: 13 April 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.01.008
Gaussian quadratureVandermonde systemmethod of momentsexponential mixturesGamma processcompletely monotonic distribution
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Uses Software
Cites Work
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