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@ARTICLE{Brazauskas:827648,
author = {Brazauskas, Vytaras and Kleefeld, Andreas},
title = {{R}obust and efficient fitting of the generalized {P}areto
distribution with actuarial applications in view},
journal = {Insurance},
volume = {45},
number = {3},
issn = {0167-6687},
address = {Amsterdam},
publisher = {North Holland Publ. Co.},
reportid = {FZJ-2017-01762},
pages = {424 - 435},
year = {2009},
ddc = {330},
typ = {PUB:(DE-HGF)16},
doi = {10.1016/j.insmatheco.2009.09.002},
url = {https://juser.fz-juelich.de/record/827648},
}