Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm |
scientific article |
Statements
Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (English)
0 references
29 March 2012
0 references
multivariate risk processes
0 references
risk indicators
0 references
stochastic algorithms
0 references
reserve allocation
0 references
0 references
0 references
