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Gatto, Riccardo (2012). Saddlepoint approximations to distributions and measures of risk of aggregate losses. In: Simos, Theodore E.; Psihoyios, George; Tsitouras, CH.; Anastassi, Tacharias (eds.) NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics, 19-25 September 2012, Kos, Greece. AIP Conference Proceedings: Vol. 1479 (pp. 1973-1976). AIP Publishing 10.1063/1.4756573