Computational Science - ICCS 2004 (Q5712735)
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scientific article; zbMATH DE number 2241021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational Science - ICCS 2004 |
scientific article; zbMATH DE number 2241021 |
Statements
Computational Science - ICCS 2004 (English)
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23 December 2005
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Credit risk
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Loss functions
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\(\alpha\)-CVaR
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Pareto efficient solutions
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0.9099568
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0.8852086
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0.8758798
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0.87302667
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0.86813915
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