Pages that link to "Item:Q2893913"
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The following pages link to Efficient simulation of value at risk with heavy-tailed risk factors (Q2893913):
Displaying 11 items.
- Scenario simulation: Theory and methodology (Q1367945) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk (Q2454819) (← links)
- Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement (Q3122061) (← links)
- On an automatic and optimal importance sampling approach with applications in finance (Q4554214) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- A calibrated scenario generation model for heavy-tailed risk factors (Q5427773) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- A simulation-based method for estimating systemic risk measures (Q6087550) (← links)
- Efficient exponential tilting with applications (Q6494401) (← links)