Gatto, Riccardo (2010). A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes. Methodology and computing in applied probability, 12(3), pp. 533-551. Springer 10.1007/s11009-008-9116-0
|
Text
11009_2008_Article_9116.pdf - Published Version Available under License Publisher holds Copyright. Download (419kB) | Preview |
Item Type: |
Journal Article (Original Article) |
---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Gatto, Riccardo |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1387-5841 |
Publisher: |
Springer |
Language: |
English |
Submitter: |
Markus Müller |
Date Deposited: |
12 Sep 2018 11:39 |
Last Modified: |
05 Dec 2022 15:16 |
Publisher DOI: |
10.1007/s11009-008-9116-0 |
BORIS DOI: |
10.7892/boris.118120 |
URI: |
https://boris.unibe.ch/id/eprint/118120 |