Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987): Difference between revisions

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+Efficient Risk Estimation via Nested Sequential Simulation
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+Estimating allocations for value-at-risk portfolio optimization
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+On a Geometric Notion of Quantiles for Multivariate Data
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+Asymptotic Statistics
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@@ Property / DOI: 10.1007/S13385-011-0034-0 / rank @@
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