A sparse grid approach to balance sheet risk measurement (Q4967874): Difference between revisions
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Revision as of 21:05, 28 February 2024
scientific article; zbMATH DE number 7079338
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English | A sparse grid approach to balance sheet risk measurement |
scientific article; zbMATH DE number 7079338 |
Statements
A sparse grid approach to balance sheet risk measurement (English)
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11 July 2019
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sparse grid approximation
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loss distribution of balance sheet
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insurance company
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risk measurement
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