Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions
نویسندگان
چکیده
منابع مشابه
General Saddlepoint Approximations of Marginal Densities and Tail Probabilities
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ژورنال
عنوان ژورنال: Methodology and Computing in Applied Probability
سال: 2011
ISSN: 1387-5841,1573-7713
DOI: 10.1007/s11009-011-9219-x