Gatto, Riccardo; Baumgartner, Benjamin Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion. (English) Zbl 1336.60052 Methodol. Comput. Appl. Probab. 18, No. 1, 217-235 (2016). MSC: 60F10 60G55 60J60 60G51 41A60 65C05 PDFBibTeX XMLCite \textit{R. Gatto} and \textit{B. Baumgartner}, Methodol. Comput. Appl. Probab. 18, No. 1, 217--235 (2016; Zbl 1336.60052) Full Text: DOI Link
Wei, Xiao; Gaudenzi, Marcellino; Zanette, Antonino Pricing ratchet equity-indexed annuities with early surrender risk in a CIR\(++\) model. (English) Zbl 1412.91058 N. Am. Actuar. J. 17, No. 3, 229-252 (2013). MSC: 91B30 91G60 41A60 PDFBibTeX XMLCite \textit{X. Wei} et al., N. Am. Actuar. J. 17, No. 3, 229--252 (2013; Zbl 1412.91058) Full Text: DOI HAL
Gatto, Riccardo A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion. (English) Zbl 1151.41314 Stat. Probab. Lett. 78, No. 13, 1948-1954 (2008); erratum ibid. 79, No. 7, 997-998 (2009). MSC: 41A60 62E17 60G51 PDFBibTeX XMLCite \textit{R. Gatto}, Stat. Probab. Lett. 78, No. 13, 1948--1954 (2008; Zbl 1151.41314) Full Text: DOI
Lether, Frank G. Rational approximation formulas for computing the positive zeros of \(J_ 0(x)\). (English) Zbl 0880.65022 J. Comput. Appl. Math. 67, No. 1, 167-172 (1996). Reviewer: S.K.Rangarajan (Madras) MSC: 65H05 33C10 41A20 65D20 PDFBibTeX XMLCite \textit{F. G. Lether}, J. Comput. Appl. Math. 67, No. 1, 167--172 (1996; Zbl 0880.65022) Full Text: DOI
Lether, Frank G. On the construction of Gauss-Legendre quadrature rules. (English) Zbl 0384.65009 J. Comput. Appl. Math. 4, 47-52 (1978). MSC: 65D32 41A55 PDFBibTeX XMLCite \textit{F. G. Lether}, J. Comput. Appl. Math. 4, 47--52 (1978; Zbl 0384.65009) Full Text: DOI