scientific article; zbMATH DE number 1475711
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zbMATH Open0954.60036MaRDI QIDQ4489978FDOQ4489978
Authors: Hanspeter Schmidli
Publication date: 12 July 2000
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- Reduced-load equivalence for Gaussian processes
- Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion
- On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes
- Asymptotics of hybrid fluid queues with Lévy input
- Perturbed Risk Processes Analyzed as Fluid Flows
- Conditional law of risk processes given that ruin occurs
- Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion
- Title not available (Why is that?)
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