A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion

Gatto, Riccardo (2008). A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion. Statistics & probability letters, 78(13), pp. 1948-1954. Amsterdam: North-Holland 10.1016/j.spl.2008.01.072

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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
ISSN:	0167-7152
Publisher:	North-Holland
Language:	English
Submitter:	Lutz Dümbgen
Date Deposited:	04 Oct 2013 15:22
Last Modified:	05 Dec 2022 14:25
Publisher DOI:	10.1016/j.spl.2008.01.072
Web of Science ID:	000259688500036
URI:	https://boris.unibe.ch/id/eprint/36883 (FactScience: 206345)