1 |
Daniels HE (1954). Saddlepoint approximations in statistics, Annals of Mathematical Statistics, 25, 631-650.
DOI
|
2 |
Embrechts P, Jensen JL, Maejima M, and Teugels JL (1985). Approximations for compound Poisson and Plya processes, Advances in Applied Probability, 17, 623-637.
DOI
|
3 |
Gatto R (2010). A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes, Methodology and Computing in Applied Probability, 12, 533-551.
DOI
|
4 |
Jensen JL (1991). Saddlepoint approximations to the distribution of the total claim amount in some recent risk models, Scandinavian Actuarial Journal, 1991, 154-168.
DOI
|
5 |
Lugannani R and Rice SO (1980). Saddlepoint approximation for the distribution of the sum of independent random variables, Advances in Applied Probability, 12, 475-490.
DOI
|
6 |
McLeish D (2014). Simulating random variables using moment-generating functions and the saddle-point approximation, Journal of Statistical Computation and Simulation, 84, 324-334.
DOI
|