Barndorff-Nielsen, Ole E.; Schmidli, Hanspeter Saddlepoint approximations for the probability of ruin in finite time. (English) Zbl 0836.62082 Scand. Actuarial J. 1995, No. 2, 169-186 (1995). MSC: 62P05 62E17 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{H. Schmidli}, Scand. Actuarial J. 1995, No. 2, 169--186 (1995; Zbl 0836.62082) Full Text: DOI
Malinovskii, Vsevolod K. Corrected normal approximation for the probability of ruin within finite time. (English) Zbl 0845.62076 Scand. Actuarial J. 1994, No. 2, 161-174 (1994). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{V. K. Malinovskii}, Scand. Actuarial J. 1994, No. 2, 161--174 (1994; Zbl 0845.62076) Full Text: DOI