Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439)
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scientific article; zbMATH DE number 6916990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust measurement of (heavy-tailed) risks: theory and implementation |
scientific article; zbMATH DE number 6916990 |
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Robust measurement of (heavy-tailed) risks: theory and implementation (English)
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13 August 2018
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divergence estimation
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model risk
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risk management
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robustness
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sequential Monte Carlo
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