Stochastic approximation schemes for economic capital and risk margin computations (Q4967869): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1051/proc/201965182 / rank
 
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Latest revision as of 20:32, 19 July 2024

scientific article; zbMATH DE number 7079336
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English
Stochastic approximation schemes for economic capital and risk margin computations
scientific article; zbMATH DE number 7079336

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    Stochastic approximation schemes for economic capital and risk margin computations (English)
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    11 July 2019
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    capital and risk margin computations
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    stochastic approximation
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