Pages that link to "Item:Q4034592"
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The following pages link to Saddlepoint approximations to the distribution of the total claim amount in some recent risk models (Q4034592):
Displaying 11 items.
- 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)
- Cramér-type moderate deviation for Studentized compound Poisson sum (Q904710) (← links)
- Bivariate stopped-sum distributions using saddlepoint methods (Q947190) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- On the computation of aggregate claims distributions: some new approximations (Q1282140) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Limiting saddlepoint relative errors in large deviation regions under purely Tauberian conditions (Q2325375) (← links)
- Asymptotic expansions at work (Q4844225) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
- Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators (Q5220745) (← links)
