Pages that link to "Item:Q3100504"
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The following pages link to Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (Q3100504):
Displaying 12 items.
- Numerical computation of convex risk measures (Q1703566) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Liquidity-adjusted risk measures (Q1938958) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Reliable Quantification and Efficient Estimation of Credit Risk (Q2841947) (← links)
- Utility-based shortfall risk: Efficient computations via Monte Carlo (Q3120078) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Robust importance sampling for some typical types of utility-based shortfall risk measures using exponential twisting and kernel density techniques (Q4960550) (← links)
- Stochastic approximation schemes for economic capital and risk margin computations (Q4967869) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- (Q5405233) (← links)
- Estimation of systemic shortfall risk measure using stochastic algorithms (Q6606846) (← links)