Saddlepoint Approximations to Tail Probabilities and Quantiles of Inhomogeneous Discounted Compound Poisson Processes with Periodic Intensity Functions-Reference-Cited by-同舟云学术

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

Published:2011-03-03 Issue:4 Volume:14 Page:1053-1074
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Gatto Riccardo

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11009-011-9219-x.pdf

Reference22 articles.

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3. Batschelet E (1981) Circular statistics in biology. Academic, New York

4. Daniels HE (1954) Saddlepoint approximations in statistics. Ann Math Stat 25:631–650

5. Devroye L (1986) Non-uniform random variate generation. Springer, Berlin

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