Stochastic approximation schemes for economic capital and risk margin computations
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Publication:4967869
DOI10.1051/proc/201965182zbMath1417.91547OpenAlexW3022044681MaRDI QIDQ4967869
Stéphane Crépey, Uladzislau Stazhynski, Babacar Diallo, Emmanuel Gobet, David Barrera, Gersende Fort
Publication date: 11 July 2019
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201965182
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