Estimation and asymptotics for buffered probability of exceedance

Alexander Mafusalov, Alexander Shapiro, Stan Uryasev. Estimation and asymptotics for buffered probability of exceedance. European Journal of Operational Research, 270(3):826-836, 2018. [doi]

Authors

Alexander Mafusalov

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Alexander Shapiro

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Stan Uryasev

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