Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators

Publisher： Taylor & Francis Ltd

E-ISSN： 1563-5163|85|4|641-659

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.4, 2015-03, pp. : 641-659

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