On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (Q2655599)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms |
scientific article |
Statements
On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms (English)
0 references
25 January 2010
0 references
threshold
0 references
heavy-tailed distribution
0 references
stop-loss
0 references
