Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
+Normal rank
@@ Property / cites work @@
+Recursive aggregation of estimators by the mirror descent algorithm with averaging
+Normal rank
@@ Property / cites work @@
+Learning by mirror averaging
@@ Property / cites work: Learning by mirror averaging / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Estimation of the Maximum of a Regression Function
+Normal rank
@@ Property / cites work @@
+Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions
+Normal rank
@@ Property / cites work @@
+Differentiation of some functionals of risk processes, and optimal reserve allocation
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Primal-dual subgradient methods for convex problems
+Normal rank
@@ Property / cites work @@
+Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
+Normal rank
@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
+Normal rank
@@ Property / cites work @@
+Acceleration of Stochastic Approximation by Averaging
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank