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Consortium of Swiss Academic Libraries

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

Gatto, Riccardo

In: Methodology and Computing in Applied Probability, 2012, vol. 14, no. 4, p. 1053-1074

Postprint
Consortium of Swiss Academic Libraries

A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes

Gatto, Riccardo

In: Methodology and Computing in Applied Probability, 2010, vol. 12, no. 3, p. 533-551

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