Gatto, Riccardo (2012). Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions. Methodology and computing in applied probability, 14(4), pp. 1053-1074. Heidelberg: Springer 10.1007/s11009-011-9219-x
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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: |
Lutz Dümbgen |
Date Deposited: |
04 Oct 2013 14:43 |
Last Modified: |
05 Dec 2022 14:13 |
Publisher DOI: |
10.1007/s11009-011-9219-x |
Web of Science ID: |
000310228800009 |
BORIS DOI: |
10.7892/boris.17994 |
URI: |
https://boris.unibe.ch/id/eprint/17994 (FactScience: 225840) |
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