✦ LIBER ✦

Some approximations of ultimate ruin probability for finite initial surplus

✍ Scribed by Erhard Kremer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximations for the probability of ru

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

Saddlepoint approximations for the proba

✍ Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter 📂 Article 📅 1995 🏛 Taylor and Francis Group 🌐 English ⚖ 792 KB

Approximation of the initial reserve for

✍ Edward W. Frees 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 985 KB

Corrected normal approximation for the p

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

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.

072005 (M10, M13) Corrected normal appro

📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 111 KB