Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (Q635987)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management |
scientific article |
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Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management (English)
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25 August 2011
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quantile estimation
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risk factors
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enterprise risk management
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accelerated algorithm
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nested simulations
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