Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions

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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