Bivariate stopped-sum distributions using saddlepoint methods
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Publication:947190
DOI10.1016/j.spl.2008.01.052zbMath1310.60017OpenAlexW2053815572MaRDI QIDQ947190
Publication date: 29 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.052
Cites Work
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- Uniform saddlepoint approximations
- Saddle point approximation for the distribution of the sum of independent random variables
- Saddlepoint approximations to the distribution of the total claim amount in some recent risk models
- Tail Probability Approximations
- On Stochastic Evolution Equations with Stochastic Boundary Conditions
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