Saddlepoint Approximations for the Probability of Ruin in Finite Time
Year of publication: |
1995
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Authors: | Barndorff-Nielsen, Ole E. ; Schmidli, Hanspeter |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - 1995, 2, p. 169-186
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