by JensL.Jensen (Author)
This text explains the ideas behind the saddlepoint approximations as well as giving a detailed mathematical description of the subject. Some of the subjects treated are uniformity of the approximations, tests in exponential families and compound sums with applications in insurance mathematics.
Format: Hardcover
Pages: 344
Publisher: Clarendon Press
Published: 11 May 1995
ISBN 10: 0198522959
ISBN 13: 9780198522959