A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Methodology and Computing in Applied Probability
سال: 2009
ISSN: 1387-5841,1573-7713
DOI: 10.1007/s11009-008-9116-0