On the efficiency of the Asmussen-Kroese-estimator and its application to stop-loss transforms
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Publication:2655599
DOI10.1007/s11857-009-0088-0zbMath1182.91092OpenAlexW2019623327MaRDI QIDQ2655599
Jürgen Hartinger, Dominik Kortschak
Publication date: 25 January 2010
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-009-0088-0
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