The following pages link to Riccardo Gatto (Q267895):
Displaying 43 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes (Q279859) (← links)
- (Q383926) (redirect page) (← links)
- The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time (Q383927) (← links)
- (Q479169) (redirect page) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes (Q652877) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- Saddlepoint approximations for some models of circular data (Q713658) (← links)
- The generalized von Mises distribution (Q713780) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Erratum to: ``A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion'' (Q1012234) (← links)
- A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives (Q1613104) (← links)
- Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions (Q1707047) (← links)
- Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions (Q1930449) (← links)
- Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion (Q1931039) (← links)
- Bayesian tests of symmetry for the generalized von Mises distribution (Q2135901) (← links)
- Bayesian inference on the bimodality of the generalized von Mises distribution (Q2136070) (← links)
- An efficient simulation algorithm for the generalized von Mises distribution of order two (Q2255783) (← links)
- A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes (Q2344885) (← links)
- High-order asymptotic expansions for robust tests (Q2773193) (← links)
- (Q2809702) (← links)
- General Saddlepoint Approximations of Marginal Densities and Tail Probabilities (Q3129047) (← links)
- Information theoretic results for circular distributions (Q3396496) (← links)
- A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process (Q3569713) (← links)
- (Q3580418) (← links)
- Asymptotic approximations to the distribution of Kendall's sample τ (Q3638577) (← links)
- Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model (Q4335783) (← links)
- Saddlepoint approximations of marginal densities and confidence intervals for regression<i>R</i>-Estimators (Q4344556) (← links)
- A Conditional Saddlepoint Approximation for Testing Problems (Q4541230) (← links)
- An Accurate Asymptotic Approximation for Experience Rated Premiums (Q4661700) (← links)
- Stationary Stochastic Models (Q5067898) (← links)
- The stability of the probability of ruin (Q5106731) (← links)
- A Bootstrap Test for Circular Data (Q5201489) (← links)
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)
- (Q5308649) (← links)
- Statistical Methods for Directional Data (Q5881586) (← links)
- Stochastic models in actuarial risk theory. A mathematical introduction (Q5918115) (← links)
- Stochastic models in actuarial risk theory. A mathematical introduction (Q5920339) (← links)
- A Unified Perspective on Sampling Algorithms for Rare Trajectories of Discrete Markov Processes (Q6444847) (← links)
- Stationary jump and diffusion processes for planar directions obtained by wrapping (Q6541298) (← links)
- An algebraic analysis of the bimodality of the generalized von Mises distribution (Q6549214) (← links)
- Wrapped processes on circular lattices for planar directions (Q6665952) (← links)
