On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599)
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English | On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms |
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On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (English)
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25 January 2010
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threshold
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heavy-tailed distribution
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stop-loss
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