Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (Q2347111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models |
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Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models (English)
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26 May 2015
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risk management
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capital allocation
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sequential Monte Carlo (SMC)
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copula models
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Euler allocation
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