Institut for Matematik

Aarhus Universitets segl

Saddlepoint approximations for the probability of ruin in finite time

by O. E. Barndorff-Nielsen and H. Schmidli
Research Reports Number 284 ( 1994)
Format available: Not available online
Scand. Actuar. J. 2 (1995), 169-186
Revideret 08.03.2023
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Lars Madsen