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Saddlepoint approximations for the probability of ruin in finite time

✍ Scribed by Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Saddlepoint approximations for the proba

📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 109 KB

## Reviews theory, random walk, test functions, ruin probability, all kinds of continuous data. ladder height.

Approximations for the probability of ru

✍ Asmussen, Søren 📂 Article 📅 1984 🏛 Taylor and Francis Group 🌐 English ⚖ 1000 KB

Corrected normal approximation for the p

✍ Malinovskii, Vsevolod K. 📂 Article 📅 1994 🏛 Taylor and Francis Group 🌐 English ⚖ 663 KB

The probability of ruin in finite time

✍ A. Baltrünas 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 203 KB

Some approximations of ultimate ruin pro

✍ Erhard Kremer 📂 Article 📅 1987 🏛 Springer-Verlag 🌐 German ⚖ 168 KB

Approximations for Finite Horizon Ruin P

✍ Asmussen, Søren; Højgaard, Bjarne 📂 Article 📅 1999 🏛 Taylor and Francis Group 🌐 English ⚖ 217 KB