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Saddlepoint approximation of CreditRisk+

✍ Scribed by Michael B. Gordy

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact Saddlepoint Approximations

✍ H. E. Daniels 📂 Article 📅 1980 🏛 Oxford University Press 🌐 English ⚖ 438 KB

Approximate and Estimated Saddlepoint Ap

✍ Pamela Ohman-Strickland and George Casella 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 French ⚖ 775 KB

Inverting a saddlepoint approximation

✍ Jorge M. Arevalillo 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 132 KB

An improved saddlepoint approximation

✍ Colin S. Gillespie; Eric Renshaw 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 235 KB

Explaining the Saddlepoint Approximation

✍ Goutis, Constantino; Casella, George 📂 Article 📅 1999 🏛 American Statistical Association 🌐 English ⚖ 957 KB

Saddlepoint Approximations with Applicat

✍ Jordan Stoyanov 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB