✦ LIBER ✦
Saddlepoint approximations for the probability of ruin in finite time : 074026 (M13) Barndorff-Nielsen O.E., Schmidli H., University of Aarhus, Denmark, Scandinavian Actuarial Journal, nr. 2, 1995, pp. 169–186
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 109 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
Reviews theory, random walk, test functions, ruin probability,
all kinds of continuous data. ladder height.