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- W2328694636 abstract "Suppose X i ≧0 are i.i.d., i = 1, 2, ···. We derive a saddlepoint approximation for P{∑ N(t) k =1 X k > y} as y→∞ and t is fixed, where N ( t ), t ≧0, is either a Poisson or a Pólya process. These results are then compared and contrasted with the well-known Esscher approximation." @default.
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- W2328694636 date "1985-09-01" @default.
- W2328694636 modified "2023-10-16" @default.
- W2328694636 title "Approximations for compound Poisson and Pólya processes" @default.
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- W2328694636 doi "https://doi.org/10.2307/1427123" @default.
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